+342.3%
CMG vs ASX
+1,030.8%
-688.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | +0.8% |
| 7D | +4.1% | +0.8% | +3.3% | +3.2% |
| 30D | +20.5% | -20.4% | +41.0% | +24.5% |
| 3M | +14.5% | -2.1% | +16.6% | +12.5% |
| 6M | +14.8% | +8.2% | +6.6% | +7.3% |
| YTD | -1.0% | +137.3% | -138.2% | -24.6% |
| 1Y | +22.9% | +155.0% | -132.1% | -8.3% |
| 3Y | -13.6% | +397.9% | -411.5% | -48.8% |
| 5Y | +0.9% | +529.2% | -528.4% | -45.8% |
| All | +342.3% | +1,030.8% | -688.5% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling