+235.2%
INTU vs CCI
+65.8%
+169.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -4.1% | -1.4% | -2.7% | -3.6% |
| 30D | +12.8% | +12.7% | +0.1% | +6.8% |
| 3M | +2.1% | +23.0% | -20.9% | -7.5% |
| 6M | -11.5% | +0.6% | -12.1% | -12.8% |
| YTD | -47.9% | +4.9% | -52.8% | -50.3% |
| 1Y | -47.7% | +0.7% | -48.4% | -49.2% |
| 3Y | -34.0% | +10.2% | -44.2% | -42.1% |
| 5Y | -43.5% | -36.4% | -7.1% | -32.2% |
| All | +235.2% | +65.8% | +169.4% | +180.7% |
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