+688.6%
CAT vs ASX
+962.9%
-274.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +7.4% | +12.4% | -5.0% | +3.2% |
| 30D | -19.7% | -19.8% | +0.1% | -14.6% |
| 3M | -29.6% | -10.3% | -19.3% | -28.3% |
| 6M | -33.2% | +1.2% | -34.4% | -35.5% |
| YTD | +5.7% | +123.0% | -117.4% | -21.7% |
| 1Y | +9.3% | +145.4% | -136.1% | -21.5% |
| 3Y | +158.3% | +368.6% | -210.3% | +46.6% |
| 5Y | +211.6% | +486.0% | -274.4% | +59.8% |
| All | +688.6% | +962.9% | -274.3% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling