-42.8%
INTU vs CMI
+163.4%
-206.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -9.2% | +0.8% | -10.0% | -9.3% |
| 30D | -7.0% | -12.8% | +5.7% | -4.4% |
| 3M | +10.5% | -12.4% | +23.0% | +11.9% |
| 6M | -30.6% | -0.9% | -29.7% | -33.6% |
| YTD | -52.3% | +8.9% | -61.2% | -56.7% |
| 1Y | -51.8% | +37.7% | -89.5% | -60.7% |
| 3Y | -41.8% | +148.9% | -190.7% | -66.2% |
| 5Y | -42.8% | +164.4% | -207.2% | -71.1% |
| All | -42.8% | +163.4% | -206.3% | -71.1% |
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