-5.0%
CMG vs ASX
+443.1%
-448.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.5% |
| 7D | -1.5% | +6.3% | -7.8% | -2.0% |
| 30D | +12.7% | +6.4% | +6.3% | +12.0% |
| 3M | +26.3% | +13.1% | +13.1% | +23.2% |
| 6M | +4.5% | +90.3% | -85.8% | -5.9% |
| YTD | -0.1% | +149.6% | -149.7% | -14.0% |
| 1Y | -6.8% | +249.2% | -256.0% | -25.1% |
| 3Y | -5.0% | +445.9% | -450.9% | -34.9% |
| All | -5.0% | +443.1% | -448.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling