-51.8%
INTU vs CNC
+110.9%
-162.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -9.2% | -3.9% | -5.3% | -9.0% |
| 30D | -7.0% | +0.8% | -7.8% | -7.1% |
| 3M | +10.5% | +0.1% | +10.4% | +10.5% |
| 6M | -30.6% | +79.7% | -110.3% | -31.7% |
| YTD | -52.3% | +58.9% | -111.3% | -52.5% |
| 1Y | -51.8% | +109.1% | -161.0% | -51.5% |
| All | -51.8% | +110.9% | -162.7% | -51.5% |
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