+14,280.4%
INTU vs CMS
+888.3%
+13,392.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -7.1% | +0.4% | -7.4% | -7.2% |
| 30D | +1.5% | -3.6% | +5.1% | +2.2% |
| 3M | +10.7% | -1.9% | +12.6% | +11.1% |
| 6M | -23.8% | -11.0% | -12.9% | -22.1% |
| YTD | -49.3% | +0.2% | -49.5% | -49.6% |
| 1Y | -49.7% | -1.3% | -48.3% | -49.9% |
| 3Y | -38.0% | +35.9% | -74.0% | -43.3% |
| 5Y | -38.7% | +23.1% | -61.8% | -42.9% |
| 10Y | +221.3% | +117.9% | +103.4% | +165.2% |
| All | +14,280.4% | +888.3% | +13,392.2% | +7,582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling