+179.4%
INTC vs CTAS
+65.1%
+114.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.0% | +9.0% |
| 7D | +17.4% | 0.0% | +17.5% | +17.4% |
| 30D | +2.8% | -1.0% | +3.8% | +2.9% |
| 3M | -5.3% | +15.8% | -21.0% | -10.2% |
| 6M | +140.6% | -1.0% | +141.6% | +144.0% |
| YTD | +183.1% | +7.4% | +175.7% | +174.7% |
| 1Y | +326.8% | -0.1% | +326.9% | +329.8% |
| 3Y | +179.4% | +66.3% | +113.1% | +106.9% |
| All | +179.4% | +65.1% | +114.4% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling