+236.7%
INTU vs CMI
+320.3%
-83.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +10.1% | -14.0% | +24.1% | +14.9% |
| 3M | -4.2% | -28.1% | +24.0% | +5.7% |
| 6M | -7.2% | -35.8% | +28.6% | +4.8% |
| YTD | -47.7% | -10.5% | -37.2% | -49.7% |
| 1Y | -46.7% | -1.9% | -44.8% | -50.9% |
| 3Y | -34.1% | +121.0% | -155.1% | -59.9% |
| 5Y | -43.3% | +114.6% | -157.8% | -65.5% |
| All | +236.7% | +320.3% | -83.6% | +42.2% |
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