-6.5%
ASX vs CRL
+80.3%
-86.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.8% | -1.4% | +3.7% |
| 7D | -19.9% | -6.1% | -13.8% | -18.8% |
| 30D | -30.9% | +12.4% | -43.3% | -31.4% |
| 3M | -15.1% | +27.1% | -42.2% | -16.7% |
| 6M | -6.5% | +85.7% | -92.2% | -11.9% |
| All | -6.5% | +80.3% | -86.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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