-29.9%
INTU vs CHRW
+63.9%
-93.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.6% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +15.4% | -7.3% | +22.7% | +16.1% |
| 3M | +6.6% | -14.2% | +20.8% | +7.8% |
| 6M | -11.3% | -25.1% | +13.8% | -9.7% |
| YTD | -47.7% | -21.2% | -26.6% | -47.2% |
| 1Y | -47.0% | -14.2% | -32.9% | -46.9% |
| 3Y | -29.9% | +63.5% | -93.4% | -35.0% |
| All | -29.9% | +63.9% | -93.8% | -35.0% |
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