+4,460.7%
INTU vs CCI
+1,081.5%
+3,379.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.9% | +0.9% | -4.9% | -4.1% |
| 30D | +11.7% | +10.3% | +1.4% | +9.1% |
| 3M | +4.5% | +17.9% | -13.4% | +0.2% |
| 6M | -13.9% | -0.5% | -13.4% | -14.4% |
| YTD | -48.2% | +2.7% | -50.9% | -49.2% |
| 1Y | -47.1% | +3.1% | -50.3% | -48.2% |
| 3Y | -32.5% | +8.0% | -40.5% | -35.5% |
| 5Y | -42.6% | -37.8% | -4.8% | -37.9% |
| 10Y | +235.3% | +56.5% | +178.8% | +200.5% |
| All | +4,460.7% | +1,081.5% | +3,379.2% | +2,163.0% |
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