-46.7%
INTU vs CNC
+99.1%
-145.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +10.1% | +1.6% | +8.5% | +9.7% |
| 3M | -4.2% | +7.9% | -12.1% | -5.1% |
| 6M | -7.2% | +21.2% | -28.4% | -9.5% |
| YTD | -47.7% | +73.2% | -120.9% | -49.6% |
| 1Y | -46.7% | +97.5% | -144.2% | -50.0% |
| All | -46.7% | +99.1% | -145.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling