+47.8%
COF vs ASX
+490.0%
-442.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -2.4% |
| 7D | -2.7% | +11.1% | -13.8% | -5.6% |
| 30D | -3.4% | +9.6% | -13.0% | -6.2% |
| 3M | +15.4% | +18.6% | -3.2% | +7.1% |
| 6M | +14.4% | +92.1% | -77.7% | -12.0% |
| YTD | -12.0% | +158.5% | -170.5% | -39.6% |
| 1Y | -3.7% | +271.9% | -275.6% | -43.1% |
| 3Y | +121.1% | +465.2% | -344.2% | +4.0% |
| 5Y | +47.8% | +479.4% | -431.6% | -37.0% |
| All | +47.8% | +490.0% | -442.2% | -37.0% |
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