+57.4%
INTC vs CTAS
+25.6%
+31.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.1% | -1.7% |
| 7D | -39.0% | +7.6% | -46.6% | -34.7% |
| 30D | -49.8% | +17.2% | -67.1% | -42.3% |
| 3M | -42.2% | +12.8% | -55.0% | -35.4% |
| 6M | -39.2% | +38.0% | -77.1% | -24.4% |
| YTD | +57.9% | +22.7% | +35.2% | +95.4% |
| 1Y | +57.4% | +25.6% | +31.7% | +93.6% |
| All | +57.4% | +25.6% | +31.7% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling