+71.8%
COST vs INTU
-40.9%
+112.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -3.2% | -7.5% | +4.4% | -2.2% |
| 30D | -4.0% | -1.9% | -2.0% | -3.8% |
| 3M | -6.5% | +4.9% | -11.3% | -7.3% |
| 6M | -8.5% | -33.2% | +24.7% | -4.1% |
| YTD | +6.0% | -51.4% | +57.4% | +18.1% |
| 1Y | -5.8% | -52.0% | +46.2% | +5.1% |
| 3Y | +71.8% | -40.7% | +112.5% | +76.4% |
| All | +71.8% | -40.9% | +112.7% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling