+5,793.7%
CRM vs INTU
+1,717.3%
+4,076.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -1.1% |
| 7D | -3.5% | -7.5% | +4.1% | +1.8% |
| 30D | +29.3% | -1.9% | +31.2% | +30.8% |
| 3M | +36.8% | +4.9% | +32.0% | +32.2% |
| 6M | +23.9% | -33.2% | +57.1% | +58.9% |
| YTD | -5.5% | -51.4% | +45.9% | +49.8% |
| 1Y | -0.4% | -52.0% | +51.6% | +58.8% |
| 3Y | +12.8% | -40.7% | +53.4% | +50.3% |
| 5Y | -3.5% | -41.7% | +38.2% | +24.1% |
| 10Y | +238.4% | +211.1% | +27.3% | +27.8% |
| All | +5,793.7% | +1,717.3% | +4,076.4% | +497.5% |
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 · 6 months rolling