+45.9%
CSCO vs INTU
-46.5%
+92.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | +0.9% |
| 7D | -6.1% | +8.7% | -14.7% | -5.3% |
| 30D | -8.2% | +25.9% | -34.0% | -6.5% |
| 3M | -14.6% | +10.7% | -25.3% | -13.7% |
| 6M | +12.7% | -11.6% | +24.3% | +13.7% |
| YTD | +37.0% | -45.4% | +82.4% | +40.5% |
| 1Y | +45.9% | -45.2% | +91.2% | +49.5% |
| All | +45.9% | -46.5% | +92.4% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling