-10.2%
ASX vs CP
+13.0%
-23.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.7% | -20.1% | -21.0% |
| 7D | -33.3% | +6.1% | -39.4% | -31.9% |
| 30D | -36.5% | +9.8% | -46.2% | -34.9% |
| 3M | -19.2% | +2.7% | -21.9% | -18.0% |
| 6M | -10.2% | +12.8% | -23.0% | -14.4% |
| All | -10.2% | +13.0% | -23.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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