+469.4%
ASX vs CTAS
+114.0%
+355.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.3% | +8.5% |
| 7D | -12.3% | -0.7% | -11.6% | -12.0% |
| 30D | -26.0% | +10.3% | -36.2% | -29.0% |
| 3M | -8.1% | +10.2% | -18.3% | -12.0% |
| 6M | +1.4% | +34.4% | -33.0% | -13.9% |
| YTD | +115.6% | +19.6% | +96.0% | +94.9% |
| 1Y | +128.0% | +21.8% | +106.2% | +103.6% |
| 3Y | +371.4% | +74.1% | +297.3% | +203.0% |
| 5Y | +469.4% | +114.0% | +355.4% | +188.2% |
| All | +469.4% | +114.0% | +355.4% | +188.2% |
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