-49.3%
INTC vs CTAS
+37.6%
-86.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -1.9% |
| 7D | +17.1% | +0.5% | +16.6% | +18.0% |
| 30D | -40.5% | +10.2% | -50.7% | -31.6% |
| 3M | -39.4% | +12.1% | -51.5% | -28.9% |
| 6M | -49.3% | +38.3% | -87.5% | -19.7% |
| All | -49.3% | +37.6% | -86.9% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling