-71.2%
CBRS vs INTU
-7.3%
-63.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.8% | +13.5% | +7.8% |
| 7D | -17.9% | +0.1% | -18.0% | -17.4% |
| 30D | -48.8% | +15.4% | -64.2% | -44.8% |
| 3M | -57.6% | +6.6% | -64.1% | -55.3% |
| All | -71.2% | -7.3% | -63.9% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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 · Available span rolling