+4,504.8%
INTU vs CCI
+1,091.9%
+3,412.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +15.4% | +28.4% | -13.0% | +8.6% |
| 3M | +6.6% | +20.0% | -13.4% | +1.8% |
| 6M | -11.3% | +0.8% | -12.1% | -12.1% |
| YTD | -47.7% | +3.6% | -51.3% | -48.8% |
| 1Y | -47.0% | +6.1% | -53.1% | -48.4% |
| 3Y | -29.9% | +7.2% | -37.1% | -33.0% |
| 5Y | -42.2% | -37.0% | -5.2% | -37.7% |
| 10Y | +251.7% | +54.2% | +197.5% | +215.9% |
| All | +4,504.8% | +1,091.9% | +3,412.9% | +2,180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling