+211.1%
INTU vs CNH
+152.9%
+58.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.4% | -2.7% |
| 7D | -7.5% | +8.8% | -16.3% | -9.7% |
| 30D | -1.9% | +24.7% | -26.6% | -7.9% |
| 3M | +4.9% | +27.3% | -22.5% | -2.5% |
| 6M | -33.2% | +23.2% | -56.4% | -38.3% |
| YTD | -51.4% | +48.9% | -100.3% | -58.1% |
| 1Y | -52.0% | +19.4% | -71.4% | -55.7% |
| 3Y | -40.7% | +7.8% | -48.4% | -45.4% |
| 5Y | -41.7% | +8.7% | -50.4% | -47.5% |
| 10Y | +211.1% | +149.5% | +61.6% | +105.0% |
| All | +211.1% | +152.9% | +58.2% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling