+51.6%
INTC vs CTAS
+74.6%
-23.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | -44.5% | +11.3% | -55.8% | -45.0% |
| 3M | -40.4% | +11.4% | -51.8% | -41.0% |
| 6M | -53.5% | +35.6% | -89.1% | -57.3% |
| YTD | +57.5% | +20.7% | +36.8% | +51.5% |
| 1Y | +51.2% | +22.8% | +28.4% | +43.8% |
| 3Y | +51.6% | +73.4% | -21.8% | +8.7% |
| All | +51.6% | +74.6% | -23.0% | +8.7% |
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