+120.8%
COF vs ASX
+471.1%
-350.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -2.1% |
| 7D | -2.7% | +11.1% | -13.8% | -4.7% |
| 30D | -3.4% | +9.6% | -13.0% | -5.3% |
| 3M | +15.4% | +18.6% | -3.2% | +9.4% |
| 6M | +14.4% | +92.1% | -77.7% | -6.6% |
| YTD | -12.0% | +158.5% | -170.5% | -34.4% |
| 1Y | -3.7% | +271.9% | -275.6% | -36.5% |
| All | +120.8% | +471.1% | -350.2% | +17.6% |
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 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