-38.4%
INTU vs CME
+78.2%
-116.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -7.1% | -1.6% | -5.5% | -6.6% |
| 30D | +1.5% | +6.2% | -4.8% | -0.7% |
| 3M | +10.7% | +10.4% | +0.2% | +6.6% |
| 6M | -23.8% | -9.5% | -14.3% | -21.1% |
| YTD | -49.3% | +6.0% | -55.3% | -50.8% |
| 1Y | -49.7% | +9.3% | -58.9% | -51.9% |
| 3Y | -38.0% | +57.7% | -95.7% | -53.0% |
| All | -38.4% | +78.2% | -116.6% | -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