+14,280.5%
INTU vs CHD
+6,278.7%
+8,001.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -7.1% | -2.7% | -4.4% | -6.5% |
| 30D | +1.5% | -4.6% | +6.1% | +2.6% |
| 3M | +10.7% | +5.0% | +5.6% | +9.4% |
| 6M | -23.8% | -3.2% | -20.6% | -23.5% |
| YTD | -49.3% | +18.6% | -67.9% | -51.7% |
| 1Y | -49.7% | +4.8% | -54.5% | -50.6% |
| 3Y | -38.0% | +6.1% | -44.2% | -40.1% |
| 5Y | -38.7% | +24.0% | -62.7% | -43.5% |
| 10Y | +221.3% | +124.5% | +96.9% | +154.6% |
| All | +14,280.5% | +6,278.7% | +8,001.8% | +6,456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling