+235.2%
INTU vs CAH
+412.5%
-177.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -4.1% | +3.9% | -8.0% | -5.1% |
| 30D | +12.8% | +16.0% | -3.2% | +8.6% |
| 3M | +2.1% | +19.1% | -17.0% | -2.4% |
| 6M | -11.5% | +53.0% | -64.5% | -20.9% |
| YTD | -47.9% | +36.6% | -84.6% | -52.6% |
| 1Y | -47.7% | +37.4% | -85.1% | -52.4% |
| 3Y | -34.0% | +178.8% | -212.8% | -52.2% |
| 5Y | -43.5% | +498.6% | -542.1% | -68.3% |
| All | +235.2% | +412.5% | -177.3% | +77.6% |
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