-54.2%
INTU vs CAI
-11.3%
-42.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | -4.1% | -8.0% | +3.8% | -3.9% |
| 30D | +12.8% | -18.9% | +31.7% | +13.3% |
| 3M | +2.1% | +7.6% | -5.5% | +0.8% |
| 6M | -11.5% | +43.0% | -54.4% | -13.8% |
| YTD | -47.9% | -11.2% | -36.7% | -48.4% |
| 1Y | -47.7% | -3.3% | -44.4% | -48.0% |
| All | -54.2% | -11.3% | -42.9% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling