-41.7%
INTU vs CCI
-50.2%
+8.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +4.9% | -16.3% | +21.1% | +10.8% |
| 6M | -33.2% | -13.9% | -19.3% | -30.3% |
| YTD | -51.4% | -12.4% | -39.0% | -49.9% |
| 1Y | -52.0% | -15.2% | -36.8% | -50.0% |
| 3Y | -40.7% | -9.9% | -30.8% | -43.4% |
| 5Y | -41.7% | -50.8% | +9.1% | -21.2% |
| All | -41.7% | -50.2% | +8.5% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling