-45.2%
INTU vs CME
+19.8%
-65.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +8.7% | +4.8% | +3.8% | +7.4% |
| 30D | +25.9% | +14.2% | +11.7% | +22.6% |
| 3M | +10.7% | +17.9% | -7.2% | +7.7% |
| 6M | -11.6% | +7.2% | -18.8% | -13.7% |
| YTD | -45.4% | +16.7% | -62.1% | -43.7% |
| 1Y | -45.2% | +19.6% | -64.8% | -43.3% |
| All | -45.2% | +19.8% | -65.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling