-18.0%
CMG vs ASX
+366.9%
-384.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.4% |
| 7D | +2.5% | +12.4% | -9.9% | +1.9% |
| 30D | +15.6% | -19.8% | +35.4% | +16.6% |
| 3M | +8.2% | -10.3% | +18.5% | +8.1% |
| 6M | +9.9% | +1.2% | +8.6% | +6.8% |
| YTD | -4.6% | +123.0% | -127.7% | -17.3% |
| 1Y | +12.4% | +145.4% | -133.0% | -4.1% |
| 3Y | -18.0% | +368.6% | -386.6% | -40.7% |
| All | -18.0% | +366.9% | -384.9% | -40.7% |
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 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