-5.7%
COF vs ASX
+253.7%
-259.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -5.1% | +5.2% | -10.4% | -5.5% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | +14.8% | +8.3% | +6.5% | +13.3% |
| 6M | +15.3% | +82.0% | -66.7% | +4.2% |
| YTD | -13.0% | +147.6% | -160.7% | -22.6% |
| 1Y | -5.7% | +258.8% | -264.6% | -16.6% |
| All | -5.7% | +253.7% | -259.5% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling