+111.9%
INTC vs CTAS
+814.6%
-702.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +6.0% | +2.0% | +4.0% | +5.1% |
| 30D | -39.2% | +8.7% | -47.9% | -41.9% |
| 3M | -42.9% | +13.3% | -56.2% | -46.8% |
| 6M | -50.4% | +39.4% | -89.8% | -59.6% |
| YTD | +61.7% | +21.5% | +40.2% | +40.9% |
| 1Y | +66.1% | +21.9% | +44.3% | +44.4% |
| 3Y | +58.1% | +73.6% | -15.5% | +10.7% |
| 5Y | +27.9% | +116.2% | -88.4% | -21.3% |
| All | +111.9% | +814.6% | -702.6% | -33.5% |
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