+14,280.5%
INTU vs CTAS
+11,146.8%
+3,133.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -7.1% | -1.8% | -5.3% | -6.2% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | +10.7% | +11.7% | -1.0% | +4.2% |
| 6M | -23.8% | +0.7% | -24.5% | -24.6% |
| YTD | -49.3% | +7.4% | -56.7% | -51.6% |
| 1Y | -49.7% | -2.1% | -47.6% | -49.6% |
| 3Y | -38.0% | +62.9% | -101.0% | -53.1% |
| 5Y | -38.7% | +111.9% | -150.6% | -58.7% |
| 10Y | +221.3% | +652.2% | -430.9% | +11.6% |
| All | +14,280.5% | +11,146.8% | +3,133.6% | +1,518.0% |
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