+392.6%
ASX vs CTAS
+63.6%
+329.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | -1.3% | +11.7% | -13.0% | -4.4% |
| 6M | +71.4% | +0.7% | +70.7% | +72.2% |
| YTD | +135.3% | +7.4% | +127.9% | +131.0% |
| 1Y | +267.5% | -2.1% | +269.6% | +273.5% |
| All | +392.6% | +63.6% | +329.1% | +250.5% |
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