+211.1%
INTU vs CTAS
+658.8%
-447.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.3% |
| 3M | +4.9% | +15.8% | -10.9% | -4.8% |
| 6M | -33.2% | -1.0% | -32.2% | -33.4% |
| YTD | -51.4% | +7.4% | -58.8% | -54.1% |
| 1Y | -52.0% | -0.1% | -51.9% | -52.5% |
| 3Y | -40.7% | +66.3% | -107.0% | -59.7% |
| 5Y | -41.7% | +111.0% | -152.7% | -65.6% |
| 10Y | +211.1% | +662.9% | -451.8% | -9.8% |
| All | +211.1% | +658.8% | -447.7% | -9.8% |
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