-7.3%
COST vs INTU
-52.6%
+45.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.8% |
| 7D | -2.8% | -8.5% | +5.7% | -2.4% |
| 30D | -5.3% | -6.1% | +0.9% | -5.0% |
| 3M | -6.7% | +7.3% | -14.0% | -7.0% |
| 6M | -9.9% | -33.2% | +23.3% | -10.0% |
| YTD | +5.1% | -52.2% | +57.3% | +5.7% |
| 1Y | -7.3% | -52.7% | +45.4% | -7.0% |
| All | -7.3% | -52.6% | +45.3% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling