+117.4%
INTC vs CTAS
+817.6%
-700.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | +0.5% | +16.6% | +16.8% |
| 30D | -40.5% | +10.2% | -50.7% | -43.5% |
| 3M | -39.4% | +12.1% | -51.5% | -43.2% |
| 6M | -49.3% | +38.3% | -87.5% | -58.5% |
| YTD | +65.9% | +21.9% | +44.0% | +44.3% |
| 1Y | +61.5% | +24.0% | +37.5% | +39.0% |
| 3Y | +59.6% | +75.1% | -15.5% | +11.2% |
| 5Y | +31.2% | +116.9% | -85.8% | -19.4% |
| All | +117.4% | +817.6% | -700.2% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling