+236.7%
INTU vs CTAS
+814.6%
-577.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | +0.1% | +2.0% | -1.9% | -1.2% |
| 30D | +10.1% | +8.7% | +1.4% | +4.4% |
| 3M | -4.2% | +13.3% | -17.5% | -11.6% |
| 6M | -7.2% | +39.4% | -46.6% | -25.7% |
| YTD | -47.7% | +21.5% | -69.2% | -54.5% |
| 1Y | -46.7% | +21.9% | -68.6% | -53.7% |
| 3Y | -34.1% | +73.6% | -107.7% | -56.3% |
| 5Y | -43.3% | +116.2% | -159.5% | -67.3% |
| All | +236.7% | +814.6% | -577.8% | -12.7% |
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 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