+7,418.1%
CME vs ASX
+4,886.9%
+2,531.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.6% |
| 7D | +0.9% | -19.9% | +20.8% | +4.3% |
| 30D | +13.2% | -30.9% | +44.1% | +19.2% |
| 3M | +16.3% | -15.1% | +31.4% | +17.4% |
| 6M | +7.1% | -6.5% | +13.6% | +3.7% |
| YTD | +15.8% | +98.4% | -82.6% | -4.6% |
| 1Y | +17.1% | +107.9% | -90.8% | -4.6% |
| 3Y | +63.2% | +325.3% | -262.1% | +9.1% |
| 5Y | +70.2% | +447.3% | -377.1% | +3.8% |
| 10Y | +337.0% | +763.2% | -426.2% | +121.1% |
| All | +7,418.1% | +4,886.9% | +2,531.2% | +1,984.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling