-42.2%
INTU vs CMS
+32.6%
-74.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +15.4% | +6.3% | +9.1% | +14.3% |
| 3M | +6.6% | -2.1% | +8.6% | +6.9% |
| 6M | -11.3% | -5.1% | -6.2% | -10.5% |
| YTD | -47.7% | +1.3% | -49.0% | -48.3% |
| 1Y | -47.0% | -1.4% | -45.6% | -47.3% |
| 3Y | -29.9% | +36.9% | -66.9% | -38.8% |
| All | -42.2% | +32.6% | -74.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling