-34.4%
INTU vs CNH
+30.2%
-64.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.6% |
| 7D | -4.1% | +6.4% | -10.5% | -4.3% |
| 30D | +12.8% | -1.6% | +14.5% | +12.8% |
| 3M | +2.1% | +11.6% | -9.5% | +1.6% |
| 6M | -11.5% | +12.5% | -24.0% | -11.9% |
| YTD | -47.9% | +31.1% | -79.0% | -50.6% |
| 1Y | -47.7% | +17.0% | -64.7% | -49.1% |
| All | -34.4% | +30.2% | -64.5% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling