-42.2%
INTU vs CME
+69.3%
-111.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +15.4% | +13.2% | +2.2% | +10.5% |
| 3M | +6.6% | +16.3% | -9.7% | +1.1% |
| 6M | -11.3% | +7.1% | -18.4% | -13.6% |
| YTD | -47.7% | +15.8% | -63.5% | -50.7% |
| 1Y | -47.0% | +17.1% | -64.1% | -50.4% |
| 3Y | -29.9% | +63.2% | -93.1% | -46.2% |
| All | -42.2% | +69.3% | -111.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling