-52.7%
INTU vs CHD
+2.2%
-54.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -8.5% | -4.2% | -4.3% | -8.4% |
| 30D | -6.1% | -7.6% | +1.4% | -6.2% |
| 3M | +7.3% | -1.6% | +8.9% | +7.6% |
| 6M | -33.2% | -6.3% | -26.9% | -33.0% |
| YTD | -52.2% | +14.6% | -66.8% | -52.1% |
| 1Y | -52.7% | +1.6% | -54.3% | -53.9% |
| All | -52.7% | +2.2% | -54.9% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling