+19.6%
CME vs ASX
+144.4%
-124.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +0.8% |
| 7D | +4.8% | -14.6% | +19.4% | +2.7% |
| 30D | +14.2% | -21.1% | +35.2% | +11.2% |
| 3M | +17.9% | -3.1% | +21.0% | +18.0% |
| 6M | +7.2% | +17.4% | -10.1% | +10.1% |
| YTD | +16.7% | +135.3% | -118.6% | +25.9% |
| 1Y | +19.6% | +146.5% | -126.9% | +29.0% |
| All | +19.6% | +144.4% | -124.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 1y: compounded portfolio wealth divided by compounded ASX 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…
1y analysis · Full analysis span regression · 6 months rolling