+235.2%
INTU vs CHRW
+128.5%
+106.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.1% | +4.7% | -8.9% | -5.4% |
| 30D | +12.8% | -2.6% | +15.4% | +13.3% |
| 3M | +2.1% | -8.0% | +10.1% | +3.7% |
| 6M | -11.5% | -19.0% | +7.5% | -7.9% |
| YTD | -47.9% | -15.5% | -32.5% | -47.4% |
| 1Y | -47.7% | -10.8% | -36.9% | -48.1% |
| 3Y | -34.0% | +79.8% | -113.8% | -51.5% |
| 5Y | -43.5% | +59.3% | -102.8% | -56.9% |
| All | +235.2% | +128.5% | +106.7% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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