-33.9%
INTU vs CI
+8.8%
-42.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | +12.0% | +6.4% | +5.6% | +11.8% |
| 3M | +2.3% | +10.7% | -8.4% | +2.1% |
| 6M | -12.1% | +5.5% | -17.6% | -12.3% |
| YTD | -47.5% | +11.4% | -58.9% | -47.7% |
| 1Y | -46.9% | +15.0% | -61.9% | -47.1% |
| All | -33.9% | +8.8% | -42.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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