-42.8%
INTU vs CDE
+193.0%
-235.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | -0.1% |
| 7D | -9.2% | -6.1% | -3.1% | -8.6% |
| 30D | -7.0% | +9.5% | -16.5% | -8.1% |
| 3M | +10.5% | +32.0% | -21.5% | +6.7% |
| 6M | -30.6% | -12.8% | -17.8% | -30.4% |
| YTD | -52.3% | +14.2% | -66.5% | -54.2% |
| 1Y | -51.8% | +36.3% | -88.1% | -55.4% |
| 3Y | -41.8% | +821.4% | -863.2% | -61.4% |
| 5Y | -42.8% | +194.3% | -237.1% | -60.3% |
| All | -42.8% | +193.0% | -235.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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