+15,172.7%
INTC vs CTAS
+23,129.2%
-7,956.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +7.1% | -1.8% | +8.9% | +8.0% |
| 30D | -5.2% | -0.2% | -5.0% | -5.3% |
| 3M | -14.3% | +11.7% | -26.0% | -20.5% |
| 6M | +110.2% | +0.7% | +109.5% | +103.7% |
| YTD | +159.6% | +7.4% | +152.2% | +143.4% |
| 1Y | +289.3% | -2.1% | +291.4% | +280.0% |
| 3Y | +166.1% | +62.9% | +103.1% | +102.9% |
| 5Y | +94.4% | +111.9% | -17.5% | +31.3% |
| 10Y | +227.7% | +652.2% | -424.5% | +19.9% |
| All | +15,172.7% | +23,129.2% | -7,956.5% | +1,786.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling