+2,793.8%
ASX vs COO
+1,366.4%
+1,427.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.4% | -19.4% | -20.3% |
| 7D | -33.3% | +5.3% | -38.5% | -34.3% |
| 30D | -36.5% | +12.5% | -49.0% | -39.0% |
| 3M | -19.2% | -15.1% | -4.1% | -16.0% |
| 6M | -10.2% | +3.7% | -13.9% | -13.4% |
| YTD | +86.5% | -22.5% | +109.0% | +97.5% |
| 1Y | +89.6% | -7.8% | +97.4% | +89.2% |
| 3Y | +298.6% | -24.1% | +322.7% | +312.9% |
| 5Y | +414.3% | -40.1% | +454.3% | +470.8% |
| 10Y | +711.1% | +44.7% | +666.4% | +581.7% |
| All | +2,793.8% | +1,366.4% | +1,427.4% | +1,209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling