+217.8%
INTU vs CAH
+294.8%
-77.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -3.3% | -5.1% | +1.8% | -2.1% |
| 30D | -3.9% | +0.2% | -4.1% | -4.1% |
| 3M | +16.6% | +6.3% | +10.3% | +14.7% |
| 6M | -26.4% | +9.4% | -35.8% | -28.5% |
| YTD | -51.0% | +15.0% | -66.0% | -53.3% |
| 1Y | -50.8% | +55.4% | -106.2% | -57.3% |
| 3Y | -40.1% | +173.8% | -213.9% | -56.6% |
| 5Y | -41.2% | +395.2% | -436.4% | -64.9% |
| All | +217.8% | +294.8% | -77.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling