+14,729.7%
INTU vs CTAS
+12,374.9%
+2,354.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -2.8% |
| 7D | +0.1% | +1.2% | -1.0% | -0.4% |
| 30D | +15.4% | +12.8% | +2.7% | +8.5% |
| 3M | +6.6% | +10.3% | -3.7% | +1.2% |
| 6M | -11.3% | +32.0% | -43.3% | -23.5% |
| YTD | -47.7% | +19.1% | -66.9% | -52.7% |
| 1Y | -47.0% | +21.5% | -68.5% | -52.6% |
| 3Y | -29.9% | +76.0% | -106.0% | -49.1% |
| 5Y | -42.2% | +110.9% | -153.1% | -61.1% |
| 10Y | +251.7% | +849.8% | -598.2% | +8.7% |
| All | +14,729.7% | +12,374.9% | +2,354.8% | +1,480.5% |
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