+4,100.0%
CMG vs ASX
+3,240.1%
+859.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | +7.1% | +2.0% | +5.1% | +6.4% |
| 3M | +31.2% | -1.3% | +32.5% | +28.7% |
| 6M | +0.7% | +71.4% | -70.8% | -14.2% |
| YTD | -0.1% | +135.3% | -135.4% | -21.6% |
| 1Y | -10.7% | +267.5% | -278.2% | -38.0% |
| 3Y | -4.7% | +388.5% | -393.2% | -40.1% |
| 5Y | -3.8% | +417.1% | -420.8% | -41.9% |
| 10Y | +352.5% | +872.7% | -520.3% | +120.9% |
| All | +4,100.0% | +3,240.1% | +859.9% | +1,150.5% |
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