-42.6%
INTU vs CAH
+400.5%
-443.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.5% | -2.2% | -6.2% | -8.1% |
| 30D | -6.1% | +1.2% | -7.3% | -6.3% |
| 3M | +7.3% | +13.1% | -5.8% | +5.2% |
| 6M | -33.2% | +8.5% | -41.7% | -34.1% |
| YTD | -52.2% | +17.6% | -69.8% | -53.9% |
| 1Y | -52.7% | +60.7% | -113.3% | -58.4% |
| 3Y | -41.6% | +183.2% | -224.8% | -57.3% |
| 5Y | -42.6% | +402.2% | -444.8% | -66.6% |
| All | -42.6% | +400.5% | -443.1% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling