+235.2%
INTU vs CME
+305.5%
-70.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.1% | +2.7% | -6.8% | -5.3% |
| 30D | +12.8% | +13.5% | -0.6% | +6.8% |
| 3M | +2.1% | +20.9% | -18.8% | -6.0% |
| 6M | -11.5% | +11.5% | -23.0% | -16.0% |
| YTD | -47.9% | +19.5% | -67.4% | -52.4% |
| 1Y | -47.7% | +17.2% | -64.9% | -51.8% |
| 3Y | -34.0% | +65.1% | -99.1% | -49.8% |
| 5Y | -43.5% | +73.1% | -116.6% | -58.4% |
| All | +235.2% | +305.5% | -70.3% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling