+523.5%
ASX vs CTAS
+118.1%
+405.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.2% |
| 30D | -20.4% | +10.7% | -31.2% | -23.7% |
| 3M | -2.1% | +11.0% | -13.1% | -6.5% |
| 6M | +8.2% | +38.7% | -30.5% | -9.3% |
| YTD | +137.3% | +21.8% | +115.5% | +113.3% |
| 1Y | +155.0% | +23.6% | +131.4% | +126.9% |
| 3Y | +397.9% | +74.9% | +323.0% | +221.6% |
| All | +523.5% | +118.1% | +405.3% | +213.9% |
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