-46.7%
INTU vs CMI
-3.8%
-42.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | +0.3% |
| 30D | +10.1% | -14.0% | +24.1% | +4.6% |
| 3M | -4.2% | -28.1% | +24.0% | -14.3% |
| 6M | -7.2% | -35.8% | +28.6% | -19.0% |
| YTD | -47.7% | -10.5% | -37.2% | -53.4% |
| 1Y | -46.7% | -1.9% | -44.8% | -53.9% |
| All | -46.7% | -3.8% | -42.9% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling