+121.2%
INTC vs CTAS
+832.5%
-711.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.1% |
| 7D | +7.3% | -0.8% | +8.0% | +7.6% |
| 30D | -38.3% | +10.7% | -49.1% | -41.6% |
| 3M | -36.0% | +11.0% | -47.0% | -39.7% |
| 6M | -51.7% | +38.7% | -90.5% | -60.6% |
| YTD | +69.4% | +21.8% | +47.6% | +47.5% |
| 1Y | +65.0% | +23.6% | +41.4% | +42.3% |
| 3Y | +63.0% | +74.9% | -12.0% | +13.6% |
| 5Y | +33.4% | +119.5% | -86.1% | -18.6% |
| 10Y | +121.2% | +820.2% | -699.0% | -31.3% |
| All | +121.2% | +832.5% | -711.3% | -31.3% |
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