+1,366.2%
INTU vs CME
+7,469.3%
-6,103.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +10.7% | +10.4% | +0.2% | +7.0% |
| 6M | -23.8% | -9.5% | -14.3% | -21.8% |
| YTD | -49.3% | +6.0% | -55.3% | -50.6% |
| 1Y | -49.7% | +9.3% | -58.9% | -51.5% |
| 3Y | -38.0% | +57.7% | -95.7% | -47.5% |
| 5Y | -38.7% | +77.7% | -116.4% | -49.9% |
| 10Y | +221.3% | +281.2% | -59.9% | +108.5% |
| All | +1,366.2% | +7,469.3% | -6,103.1% | +437.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling