+7,234.6%
INTU vs CHRW
+4,173.0%
+3,061.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -7.1% | -1.4% | -5.7% | -6.6% |
| 30D | +1.5% | -3.5% | +4.9% | +2.5% |
| 3M | +10.7% | -19.4% | +30.1% | +17.6% |
| 6M | -23.8% | -21.4% | -2.5% | -19.1% |
| YTD | -49.3% | -7.1% | -42.2% | -49.7% |
| 1Y | -49.7% | +17.8% | -67.5% | -54.6% |
| 3Y | -38.0% | +78.8% | -116.8% | -53.8% |
| 5Y | -38.7% | +83.5% | -122.3% | -55.3% |
| 10Y | +221.3% | +160.2% | +61.1% | +99.4% |
| All | +7,234.6% | +4,173.0% | +3,061.6% | +1,166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling