+6,781.2%
CME vs ASX
+5,814.0%
+967.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +6.2% | +2.0% | +4.3% | +5.7% |
| 3M | +10.4% | -1.3% | +11.8% | +8.6% |
| 6M | -9.5% | +71.4% | -81.0% | -21.2% |
| YTD | +6.0% | +135.3% | -129.3% | -13.7% |
| 1Y | +9.3% | +267.5% | -258.2% | -19.6% |
| 3Y | +57.7% | +388.5% | -330.8% | +4.6% |
| 5Y | +77.7% | +417.1% | -339.4% | +12.6% |
| 10Y | +281.2% | +872.7% | -591.5% | +92.8% |
| All | +6,781.2% | +5,814.0% | +967.2% | +1,784.2% |
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