-51.8%
INTU vs CAI
-29.0%
-22.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -9.2% | -5.1% | -4.1% | -8.9% |
| 30D | -7.0% | +3.9% | -10.9% | -7.4% |
| 3M | +10.5% | +40.1% | -29.6% | +8.0% |
| 6M | -30.6% | +29.7% | -60.2% | -31.6% |
| YTD | -52.3% | -10.9% | -41.4% | -51.9% |
| 1Y | -51.8% | -28.0% | -23.8% | -51.1% |
| All | -51.8% | -29.0% | -22.8% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling