-43.2%
INTU vs CMI
+114.0%
-157.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +10.1% | -14.0% | +24.1% | +13.1% |
| 3M | -4.2% | -28.1% | +24.0% | +2.1% |
| 6M | -7.2% | -35.8% | +28.6% | +0.6% |
| YTD | -47.7% | -10.5% | -37.2% | -50.9% |
| 1Y | -46.7% | -1.9% | -44.8% | -52.0% |
| 3Y | -34.1% | +121.0% | -155.1% | -62.9% |
| All | -43.2% | +114.0% | -157.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling