+1,166.2%
COP vs ASX
+3,515.0%
-2,348.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +17.5% | +2.0% | +15.5% | +16.8% |
| 3M | +13.4% | -1.3% | +14.7% | +11.5% |
| 6M | +17.7% | +71.4% | -53.7% | +2.1% |
| YTD | +46.6% | +135.3% | -88.7% | +18.4% |
| 1Y | +44.6% | +267.5% | -222.9% | +5.6% |
| 3Y | +20.7% | +388.5% | -367.8% | -19.1% |
| 5Y | +185.0% | +417.1% | -232.1% | +83.7% |
| 10Y | +347.0% | +872.7% | -525.8% | +143.0% |
| All | +1,166.2% | +3,515.0% | -2,348.8% | +368.7% |
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