-40.7%
INTU vs CHD
+4.0%
-44.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -4.1% |
| 7D | -7.5% | -2.9% | -4.6% | -7.4% |
| 30D | -1.9% | -6.2% | +4.3% | -1.8% |
| 3M | +4.9% | +1.6% | +3.3% | +5.1% |
| 6M | -33.2% | -3.5% | -29.7% | -32.9% |
| YTD | -51.4% | +16.2% | -67.6% | -51.7% |
| 1Y | -52.0% | +3.4% | -55.4% | -52.0% |
| 3Y | -40.7% | +4.6% | -45.3% | -43.0% |
| All | -40.7% | +4.0% | -44.7% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling