+73.1%
CME vs ASX
+482.2%
-409.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.7% |
| 7D | +3.9% | +12.4% | -8.4% | +4.3% |
| 30D | +11.3% | -19.8% | +31.1% | +10.9% |
| 3M | +19.6% | -10.3% | +29.9% | +19.3% |
| 6M | +8.1% | +1.2% | +6.8% | +7.7% |
| YTD | +20.4% | +123.0% | -102.6% | +17.0% |
| 1Y | +16.5% | +145.4% | -128.9% | +12.8% |
| 3Y | +66.4% | +368.6% | -302.2% | +50.5% |
| All | +73.1% | +482.2% | -409.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling