-42.6%
INTU vs CNC
+3.0%
-45.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.5% | -4.9% | -3.6% | -8.1% |
| 30D | -6.1% | -3.8% | -2.4% | -5.9% |
| 3M | +7.3% | -3.2% | +10.6% | +7.5% |
| 6M | -33.2% | +47.9% | -81.1% | -35.2% |
| YTD | -52.2% | +55.7% | -107.8% | -53.8% |
| 1Y | -52.7% | +106.2% | -158.9% | -55.5% |
| 3Y | -41.6% | -2.1% | -39.6% | -42.1% |
| All | -42.6% | +3.0% | -45.6% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling