+211.1%
INTU vs CHRW
+168.2%
+42.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.6% |
| 7D | -7.5% | +1.9% | -9.5% | -8.1% |
| 30D | -1.9% | +0.9% | -2.9% | -2.3% |
| 3M | +4.9% | -19.9% | +24.7% | +10.4% |
| 6M | -33.2% | -15.8% | -17.4% | -31.1% |
| YTD | -51.4% | -5.6% | -45.8% | -52.1% |
| 1Y | -52.0% | +21.0% | -73.0% | -56.8% |
| 3Y | -40.7% | +86.0% | -126.7% | -56.1% |
| 5Y | -41.7% | +88.6% | -130.4% | -57.7% |
| 10Y | +211.1% | +169.3% | +41.8% | +88.8% |
| All | +211.1% | +168.2% | +42.9% | +88.8% |
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