+14.1%
CME vs ASX
+126.1%
-112.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.1% | +0.6% |
| 7D | -0.6% | -12.3% | +11.7% | -1.9% |
| 30D | +8.5% | -26.0% | +34.5% | +5.3% |
| 3M | +16.0% | -8.1% | +24.1% | +15.6% |
| 6M | +9.3% | +1.4% | +8.0% | +10.8% |
| YTD | +15.3% | +115.6% | -100.3% | +21.8% |
| All | +14.1% | +126.1% | -112.0% | +20.1% |
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