+5,062.8%
CRM vs INTU
+1,856.1%
+3,206.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -7.7% | +10.1% | -17.7% | -13.9% |
| 3M | +8.4% | -4.2% | +12.6% | +10.6% |
| 6M | +31.9% | -7.2% | +39.2% | +34.2% |
| YTD | -17.2% | -47.7% | +30.5% | +23.9% |
| 1Y | -8.6% | -46.7% | +38.1% | +34.7% |
| 3Y | +3.1% | -34.1% | +37.2% | +27.0% |
| 5Y | -27.6% | -43.3% | +15.7% | -5.3% |
| 10Y | +197.6% | +232.6% | -35.0% | +6.5% |
| All | +5,062.8% | +1,856.1% | +3,206.6% | +394.0% |
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 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