+322.0%
CMG vs ASX
+964.2%
-642.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -2.1% | +5.2% | -7.3% | -3.2% |
| 30D | +10.9% | +0.5% | +10.4% | +10.5% |
| 3M | +15.8% | +8.3% | +7.5% | +11.7% |
| 6M | +6.9% | +82.0% | -75.1% | -10.4% |
| YTD | -2.2% | +147.6% | -149.8% | -24.5% |
| 1Y | -7.1% | +258.8% | -265.9% | -35.7% |
| 3Y | -7.1% | +452.1% | -459.2% | -45.1% |
| 5Y | -4.8% | +441.7% | -446.5% | -45.6% |
| All | +322.0% | +964.2% | -642.2% | +103.7% |
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