+121.1%
COST vs INTU
-42.9%
+164.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +2.5% | -3.9% | +6.4% | +3.4% |
| 30D | +12.8% | +11.7% | +1.0% | +9.9% |
| 3M | +12.7% | +4.5% | +8.2% | +11.1% |
| 6M | +6.0% | -13.9% | +19.9% | +8.1% |
| YTD | +24.4% | -48.2% | +72.6% | +44.1% |
| 1Y | +16.2% | -47.1% | +63.4% | +33.6% |
| 3Y | +96.9% | -32.5% | +129.4% | +103.2% |
| 5Y | +121.1% | -42.6% | +163.7% | +130.0% |
| All | +121.1% | -42.9% | +164.0% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling