-45.2%
INTU vs CB
+34.9%
-80.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.7% |
| 7D | +8.7% | +5.3% | +3.4% | +6.7% |
| 30D | +25.9% | +13.2% | +12.6% | +21.2% |
| 3M | +10.7% | +7.8% | +3.0% | +7.8% |
| 6M | -11.6% | +15.8% | -27.4% | -12.5% |
| YTD | -45.4% | +21.0% | -66.4% | -47.1% |
| 1Y | -45.2% | +32.2% | -77.4% | -47.7% |
| All | -45.2% | +34.9% | -80.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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