-38.5%
INTU vs CTAS
+66.0%
-104.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -7.1% | -1.8% | -5.3% | -6.3% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | +10.7% | +11.7% | -1.0% | +5.1% |
| 6M | -23.8% | +0.7% | -24.5% | -24.0% |
| YTD | -49.3% | +7.4% | -56.7% | -51.1% |
| 1Y | -49.7% | -2.1% | -47.6% | -49.1% |
| All | -38.5% | +66.0% | -104.5% | -55.4% |
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