-57.2%
INTU vs CAI
-8.1%
-49.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -7.5% | +0.2% | -7.7% | -7.5% |
| 30D | -1.9% | +9.1% | -11.1% | -2.4% |
| 3M | +4.9% | +53.8% | -48.9% | +2.6% |
| 6M | -33.2% | +33.5% | -66.7% | -34.0% |
| YTD | -51.4% | -8.0% | -43.4% | -51.5% |
| 1Y | -52.0% | -28.7% | -23.3% | -52.3% |
| All | -57.2% | -8.1% | -49.1% | -57.5% |
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