-47.5%
INTU vs CNH
+33.2%
-80.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.9% | +0.8% |
| 7D | -3.9% | +8.6% | -12.5% | -2.5% |
| 30D | +11.7% | +12.6% | -0.8% | +14.1% |
| 3M | +4.5% | +17.5% | -13.0% | +8.9% |
| 6M | -13.9% | +18.1% | -32.0% | -9.1% |
| YTD | -48.2% | +40.4% | -88.6% | -50.2% |
| All | -47.5% | +33.2% | -80.7% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling