-38.4%
INTU vs CDW
-19.1%
-19.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | -7.1% | +3.2% | -10.3% | -8.6% |
| 30D | +1.5% | +9.3% | -7.8% | -3.5% |
| 3M | +10.7% | +9.8% | +0.9% | +4.1% |
| 6M | -23.8% | +23.3% | -47.2% | -34.3% |
| YTD | -49.3% | +13.7% | -63.0% | -54.4% |
| 1Y | -49.7% | -6.5% | -43.2% | -49.6% |
| 3Y | -38.0% | -25.2% | -12.8% | -32.4% |
| All | -38.4% | -19.1% | -19.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling