-46.7%
INTU vs CME
+17.3%
-64.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +0.1% | +3.9% | -3.9% | -1.0% |
| 30D | +10.1% | +11.3% | -1.3% | +7.3% |
| 3M | -4.2% | +19.6% | -23.7% | -7.5% |
| 6M | -7.2% | +8.1% | -15.3% | -10.6% |
| YTD | -47.7% | +20.4% | -68.1% | -46.3% |
| 1Y | -46.7% | +16.5% | -63.2% | -45.7% |
| All | -46.7% | +17.3% | -64.0% | -45.7% |
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