+14,280.4%
INTU vs CAH
+8,403.1%
+5,877.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -7.1% | +5.4% | -12.5% | -8.6% |
| 30D | +1.5% | +3.3% | -1.9% | +0.3% |
| 3M | +10.7% | +22.8% | -12.1% | +3.6% |
| 6M | -23.8% | +11.3% | -35.1% | -26.9% |
| YTD | -49.3% | +21.1% | -70.4% | -52.9% |
| 1Y | -49.7% | +67.2% | -116.9% | -58.1% |
| 3Y | -38.0% | +195.6% | -233.6% | -57.5% |
| 5Y | -38.7% | +413.8% | -452.6% | -65.2% |
| 10Y | +221.3% | +309.6% | -88.2% | +82.5% |
| All | +14,280.4% | +8,403.1% | +5,877.4% | +3,433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling