+106.2%
COST vs INTU
-40.9%
+147.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.3% |
| 7D | -3.2% | -7.5% | +4.4% | -1.4% |
| 30D | -4.0% | -1.9% | -2.0% | -3.7% |
| 3M | -6.5% | +4.9% | -11.3% | -7.9% |
| 6M | -8.5% | -33.2% | +24.7% | -0.8% |
| YTD | +6.0% | -51.4% | +57.4% | +25.1% |
| 1Y | -5.8% | -52.0% | +46.2% | +11.2% |
| 3Y | +71.8% | -40.7% | +112.5% | +84.3% |
| 5Y | +106.2% | -41.7% | +148.0% | +108.4% |
| All | +106.2% | -40.9% | +147.1% | +108.4% |
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 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