+35.7%
COF vs ASX
+482.2%
-446.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -3.4% | +12.4% | -15.8% | -6.4% |
| 30D | +0.4% | -19.8% | +20.2% | +4.8% |
| 3M | -12.5% | -10.3% | -2.2% | -12.2% |
| 6M | +8.3% | +1.2% | +7.1% | +1.3% |
| YTD | -18.6% | +123.0% | -141.6% | -43.7% |
| 1Y | -8.6% | +145.4% | -154.1% | -39.2% |
| 3Y | +94.7% | +368.6% | -274.0% | -7.5% |
| All | +35.7% | +482.2% | -446.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling