+328.9%
CME vs ASX
+754.3%
-425.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.9% |
| 7D | +0.9% | -19.9% | +20.8% | +2.2% |
| 30D | +13.2% | -30.9% | +44.1% | +15.6% |
| 3M | +16.3% | -15.1% | +31.4% | +16.5% |
| 6M | +7.1% | -6.5% | +13.6% | +5.1% |
| YTD | +15.8% | +98.4% | -82.6% | +3.6% |
| 1Y | +17.1% | +107.9% | -90.8% | +4.1% |
| 3Y | +63.2% | +325.3% | -262.1% | +26.9% |
| 5Y | +70.2% | +447.3% | -377.1% | +23.1% |
| All | +328.9% | +754.3% | -425.4% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling