+243.1%
INTU vs CMS
+127.3%
+115.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.4% | -3.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +15.4% | +7.2% | +8.2% | +12.5% |
| 3M | +6.6% | -1.3% | +7.8% | +7.0% |
| 6M | -11.3% | -4.3% | -7.0% | -10.1% |
| YTD | -47.7% | +2.1% | -49.8% | -48.8% |
| 1Y | -47.0% | -0.6% | -46.4% | -47.6% |
| 3Y | -29.9% | +38.0% | -68.0% | -41.7% |
| 5Y | -42.2% | +33.6% | -75.8% | -52.0% |
| All | +243.1% | +127.3% | +115.8% | +140.3% |
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