+14,280.4%
INTU vs CMI
+10,343.6%
+3,936.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.2% |
| 7D | -7.1% | -0.7% | -6.4% | -6.9% |
| 30D | +1.5% | -13.4% | +14.9% | +5.7% |
| 3M | +10.7% | -17.0% | +27.7% | +15.5% |
| 6M | -23.8% | -1.6% | -22.2% | -25.7% |
| YTD | -49.3% | +11.0% | -60.3% | -52.8% |
| 1Y | -49.7% | +41.9% | -91.6% | -56.9% |
| 3Y | -38.0% | +151.8% | -189.8% | -56.6% |
| 5Y | -38.7% | +163.6% | -202.3% | -57.8% |
| 10Y | +221.3% | +472.9% | -251.6% | +68.8% |
| All | +14,280.4% | +10,343.6% | +3,936.8% | +2,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling