-43.2%
INTU vs CHRW
+58.8%
-102.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +7.3% | -7.2% | -1.4% |
| 30D | +10.1% | -3.6% | +13.6% | +10.6% |
| 3M | -4.2% | -9.6% | +5.4% | -2.7% |
| 6M | -7.2% | -17.0% | +9.8% | -5.0% |
| YTD | -47.7% | -15.4% | -32.3% | -47.4% |
| 1Y | -46.7% | -10.0% | -36.7% | -47.3% |
| 3Y | -34.1% | +82.2% | -116.2% | -50.0% |
| All | -43.2% | +58.8% | -102.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling