-10.2%
ASX vs COO
+3.2%
-13.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.4% | -19.4% | -21.3% |
| 7D | -33.3% | +5.3% | -38.5% | -31.9% |
| 30D | -36.5% | +12.5% | -49.0% | -33.3% |
| 3M | -19.2% | -15.1% | -4.1% | -26.6% |
| 6M | -10.2% | +3.7% | -13.9% | +2.8% |
| All | -10.2% | +3.2% | -13.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling