-33.9%
INTU vs CDW
-14.3%
-19.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -3.9% | +2.6% | -6.5% | -4.9% |
| 30D | +12.0% | +20.4% | -8.4% | +4.3% |
| 3M | +2.3% | +28.5% | -26.1% | -7.1% |
| 6M | -12.1% | +70.6% | -82.7% | -28.1% |
| YTD | -47.5% | +29.1% | -76.6% | -53.5% |
| 1Y | -46.9% | +23.8% | -70.7% | -52.2% |
| All | -33.9% | -14.3% | -19.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling