+432.3%
ASX vs CTAS
+113.1%
+319.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | +2.0% | -0.2% | +2.2% | +1.9% |
| 3M | -1.3% | +11.7% | -13.0% | -8.0% |
| 6M | +71.4% | +0.7% | +70.7% | +68.7% |
| YTD | +135.3% | +7.4% | +127.9% | +123.0% |
| 1Y | +267.5% | -2.1% | +269.6% | +265.9% |
| 3Y | +388.5% | +62.9% | +325.5% | +220.8% |
| All | +432.3% | +113.1% | +319.2% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling