+211.0%
INTU vs CHD
+123.8%
+87.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -8.5% | -4.2% | -4.3% | -7.3% |
| 30D | -6.1% | -7.6% | +1.4% | -3.9% |
| 3M | +7.3% | -1.6% | +8.9% | +8.0% |
| 6M | -33.2% | -6.3% | -26.9% | -32.0% |
| YTD | -52.2% | +14.6% | -66.8% | -54.5% |
| 1Y | -52.7% | +1.6% | -54.3% | -53.3% |
| 3Y | -41.6% | +3.1% | -44.8% | -43.9% |
| 5Y | -42.6% | +21.1% | -63.7% | -49.4% |
| 10Y | +211.0% | +128.6% | +82.4% | +125.6% |
| All | +211.0% | +123.8% | +87.2% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling