+325.3%
ASX vs CRS
+321.3%
+3.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | -19.9% | -1.7% | -18.2% | -19.0% |
| 30D | -30.9% | -28.8% | -2.1% | -21.4% |
| 3M | -15.1% | -50.0% | +34.9% | +9.7% |
| 6M | -6.5% | -39.2% | +32.7% | +13.7% |
| YTD | +98.4% | -11.4% | +109.9% | +112.7% |
| 1Y | +107.9% | -11.7% | +119.6% | +122.4% |
| 3Y | +325.3% | +319.6% | +5.6% | +208.4% |
| All | +325.3% | +321.3% | +3.9% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling