+233.5%
INTU vs CMS
+137.8%
+95.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | +12.0% | +6.6% | +5.4% | +9.4% |
| 3M | +2.3% | +0.8% | +1.5% | +2.0% |
| 6M | -12.1% | -3.3% | -8.8% | -11.2% |
| YTD | -47.5% | +2.7% | -50.3% | -48.7% |
| 1Y | -46.9% | -4.0% | -42.9% | -46.6% |
| 3Y | -33.5% | +37.6% | -71.1% | -44.6% |
| 5Y | -41.2% | +35.4% | -76.7% | -51.6% |
| 10Y | +233.5% | +136.0% | +97.5% | +126.2% |
| All | +233.5% | +137.8% | +95.7% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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