-52.0%
INTU vs CCI
-14.4%
-37.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -1.9% | +0.5% | -2.4% | -2.0% |
| 3M | +4.9% | -16.3% | +21.1% | +5.8% |
| 6M | -33.2% | -13.9% | -19.3% | -33.1% |
| YTD | -51.4% | -12.4% | -39.0% | -51.0% |
| 1Y | -52.0% | -15.2% | -36.8% | -51.5% |
| All | -52.0% | -14.4% | -37.6% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling