-38.4%
INTU vs CTAS
+113.1%
-151.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -7.1% | -1.8% | -5.3% | -5.8% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +10.7% | +11.7% | -1.0% | +1.3% |
| 6M | -23.8% | +0.7% | -24.5% | -24.7% |
| YTD | -49.3% | +7.4% | -56.7% | -52.6% |
| 1Y | -49.7% | -2.1% | -47.6% | -49.3% |
| 3Y | -38.0% | +62.9% | -101.0% | -64.9% |
| All | -38.4% | +113.1% | -151.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling