+3,552.3%
ASX vs CP
+4,906.2%
-1,353.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | -2.7% | +2.0% | +0.5% |
| 30D | +2.0% | +0.2% | +1.8% | +1.8% |
| 3M | -1.3% | +2.6% | -3.9% | -3.2% |
| 6M | +71.4% | +6.0% | +65.5% | +65.4% |
| YTD | +135.3% | +24.9% | +110.4% | +108.7% |
| 1Y | +267.5% | +20.1% | +247.4% | +231.2% |
| 3Y | +388.5% | +16.4% | +372.1% | +344.0% |
| 5Y | +417.1% | +31.7% | +385.4% | +336.8% |
| 10Y | +872.7% | +223.9% | +648.9% | +416.7% |
| All | +3,552.3% | +4,906.2% | -1,353.9% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling