+371.4%
ASX vs CTAS
+73.4%
+298.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.3% | +8.6% |
| 7D | -12.3% | -0.7% | -11.6% | -12.2% |
| 30D | -26.0% | +10.3% | -36.2% | -26.5% |
| 3M | -8.1% | +10.2% | -18.3% | -8.7% |
| 6M | +1.4% | +34.4% | -33.0% | -4.5% |
| YTD | +115.6% | +19.6% | +96.0% | +110.8% |
| 1Y | +128.0% | +21.8% | +106.2% | +121.4% |
| 3Y | +371.4% | +74.1% | +297.3% | +254.5% |
| All | +371.4% | +73.4% | +298.0% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling