+237.9%
INTU vs CCI
+59.7%
+178.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | -0.1% |
| 7D | -1.2% | +3.2% | -4.4% | -2.5% |
| 30D | +12.4% | +12.2% | +0.3% | +6.6% |
| 3M | +2.3% | +23.1% | -20.9% | -7.4% |
| 6M | -13.3% | +1.3% | -14.6% | -14.9% |
| YTD | -47.9% | +4.5% | -52.4% | -50.2% |
| 1Y | -47.2% | +2.3% | -49.5% | -49.1% |
| 3Y | -33.9% | +9.8% | -43.7% | -41.9% |
| 5Y | -41.3% | -36.5% | -4.8% | -29.5% |
| 10Y | +237.9% | +64.7% | +173.2% | +186.2% |
| All | +237.9% | +59.7% | +178.2% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling