+17.1%
CME vs ASX
+105.3%
-88.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | +0.3% |
| 7D | +0.9% | -19.9% | +20.8% | -1.5% |
| 30D | +13.2% | -30.9% | +44.1% | +8.8% |
| 3M | +16.3% | -15.1% | +31.4% | +14.7% |
| 6M | +7.1% | -6.5% | +13.6% | +7.5% |
| YTD | +15.8% | +98.4% | -82.6% | +21.9% |
| 1Y | +17.1% | +107.9% | -90.8% | +22.9% |
| All | +17.1% | +105.3% | -88.2% | +22.9% |
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