+7,463.7%
INTU vs CHRW
+3,527.3%
+3,936.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +15.4% | -7.3% | +22.7% | +18.0% |
| 3M | +6.6% | -14.2% | +20.8% | +11.2% |
| 6M | -11.3% | -25.1% | +13.8% | -4.3% |
| YTD | -47.7% | -21.2% | -26.6% | -45.6% |
| 1Y | -47.0% | -14.2% | -32.9% | -46.5% |
| 3Y | -29.9% | +63.5% | -93.4% | -46.7% |
| 5Y | -42.2% | +49.6% | -91.8% | -55.1% |
| 10Y | +251.7% | +129.4% | +122.3% | +125.8% |
| All | +7,463.7% | +3,527.3% | +3,936.4% | +1,269.8% |
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 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