-32.5%
INTU vs CHD
+29.8%
-62.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | -3.9% | +0.8% | -4.7% | -4.0% |
| 30D | +11.7% | +13.5% | -1.7% | +10.6% |
| 3M | +4.5% | +8.1% | -3.7% | +3.6% |
| 6M | -13.9% | +19.9% | -33.8% | -14.4% |
| YTD | -48.2% | +34.0% | -82.2% | -49.1% |
| 1Y | -47.1% | +29.8% | -76.9% | -48.0% |
| 3Y | -32.5% | +28.7% | -61.2% | -34.6% |
| All | -32.5% | +29.8% | -62.3% | -34.6% |
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 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