-43.5%
INTU vs CDW
-2.4%
-41.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -4.1% | +9.1% | -13.2% | -8.2% |
| 30D | +12.8% | +13.7% | -0.9% | +5.1% |
| 3M | +2.1% | +27.0% | -24.9% | -10.8% |
| 6M | -11.5% | +75.9% | -87.3% | -35.6% |
| YTD | -47.9% | +28.9% | -76.8% | -56.5% |
| 1Y | -47.7% | +19.6% | -67.3% | -54.3% |
| 3Y | -34.0% | -14.6% | -19.3% | -33.4% |
| 5Y | -43.5% | -3.2% | -40.4% | -51.6% |
| All | -43.5% | -2.4% | -41.1% | -51.6% |
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 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