-32.5%
INTU vs CB
+71.0%
-103.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | +11.7% | +6.5% | +5.2% | +10.4% |
| 3M | +4.5% | +4.1% | +0.4% | +3.6% |
| 6M | -13.9% | +14.4% | -28.3% | -15.2% |
| YTD | -48.2% | +17.5% | -65.7% | -49.4% |
| 1Y | -47.1% | +27.5% | -74.7% | -49.0% |
| 3Y | -32.5% | +71.6% | -104.1% | -35.1% |
| All | -32.5% | +71.0% | -103.5% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling