+334.5%
COF vs ASX
+3,515.0%
-3,180.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | -0.6% | +2.0% | -2.6% | -1.4% |
| 3M | +20.3% | -1.3% | +21.6% | +17.9% |
| 6M | +13.0% | +71.4% | -58.4% | -7.2% |
| YTD | -8.3% | +135.3% | -143.7% | -32.0% |
| 1Y | -1.5% | +267.5% | -268.9% | -36.8% |
| 3Y | +122.3% | +388.5% | -266.2% | +27.6% |
| 5Y | +52.5% | +417.1% | -364.6% | -16.0% |
| 10Y | +264.9% | +872.7% | -607.9% | +58.4% |
| All | +334.5% | +3,515.0% | -3,180.5% | +0.8% |
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 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