+252.1%
INTC vs CTAS
+687.6%
-435.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.9% |
| 7D | +7.5% | +0.5% | +6.9% | +7.2% |
| 30D | +2.0% | -0.7% | +2.7% | +2.2% |
| 3M | -12.0% | +11.1% | -23.1% | -18.4% |
| 6M | +114.5% | +2.1% | +112.4% | +106.7% |
| YTD | +179.0% | +8.0% | +171.0% | +159.4% |
| 1Y | +318.3% | -0.5% | +318.8% | +305.7% |
| 3Y | +171.2% | +66.2% | +105.0% | +94.0% |
| 5Y | +107.6% | +109.2% | -1.6% | +30.4% |
| All | +252.1% | +687.6% | -435.5% | +18.3% |
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