-41.5%
INTU vs CAH
+183.2%
-224.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.5% | -2.2% | -6.2% | -8.4% |
| 30D | -6.1% | +1.2% | -7.3% | -6.1% |
| 3M | +7.3% | +13.1% | -5.8% | +7.0% |
| 6M | -33.2% | +8.5% | -41.7% | -33.1% |
| YTD | -52.2% | +17.6% | -69.8% | -52.6% |
| 1Y | -52.7% | +60.7% | -113.3% | -56.0% |
| All | -41.5% | +183.2% | -224.7% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling