+282.1%
CME vs ASX
+918.4%
-636.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -1.6% |
| 7D | -2.9% | +6.3% | -9.2% | -3.4% |
| 30D | +5.5% | +6.4% | -0.9% | +4.9% |
| 3M | +11.0% | +13.1% | -2.2% | +8.8% |
| 6M | -9.7% | +90.3% | -100.0% | -17.1% |
| YTD | +4.9% | +149.6% | -144.8% | -7.1% |
| 1Y | +10.1% | +249.2% | -239.1% | -6.8% |
| 3Y | +53.5% | +445.9% | -392.4% | +17.6% |
| 5Y | +77.2% | +477.7% | -400.6% | +30.9% |
| 10Y | +282.1% | +913.4% | -631.3% | +130.6% |
| All | +282.1% | +918.4% | -636.2% | +130.6% |
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