+320.3%
COP vs ASX
+754.3%
-434.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.7% |
| 7D | -11.5% | -19.9% | +8.4% | -7.9% |
| 30D | +5.0% | -30.9% | +35.8% | +11.9% |
| 3M | +17.5% | -15.1% | +32.6% | +18.9% |
| 6M | +16.2% | -6.5% | +22.7% | +11.3% |
| YTD | +48.8% | +98.4% | -49.7% | +13.5% |
| 1Y | +64.1% | +107.9% | -43.8% | +23.2% |
| 3Y | +25.7% | +325.3% | -299.6% | -28.2% |
| 5Y | +114.4% | +447.3% | -332.9% | +6.8% |
| All | +320.3% | +754.3% | -434.0% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling