-34.1%
INTU vs CHRW
+80.1%
-114.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +7.3% | -7.2% | -0.6% |
| 30D | +10.1% | -3.6% | +13.6% | +10.3% |
| 3M | -4.2% | -9.6% | +5.4% | -3.6% |
| 6M | -7.2% | -17.0% | +9.8% | -6.3% |
| YTD | -47.7% | -15.4% | -32.3% | -47.5% |
| 1Y | -46.7% | -10.0% | -36.7% | -46.8% |
| 3Y | -34.1% | +82.2% | -116.2% | -39.8% |
| All | -34.1% | +80.1% | -114.2% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling