+217.8%
INTU vs CMI
+516.5%
-298.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.4% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -3.9% | -12.4% | +8.5% | +0.1% |
| 3M | +16.6% | -14.8% | +31.4% | +21.0% |
| 6M | -26.4% | +0.8% | -27.2% | -29.8% |
| YTD | -51.0% | +10.2% | -61.2% | -55.6% |
| 1Y | -50.8% | +37.4% | -88.2% | -59.9% |
| 3Y | -40.1% | +153.3% | -193.3% | -64.4% |
| 5Y | -41.2% | +167.6% | -208.8% | -66.5% |
| All | +217.8% | +516.5% | -298.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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