-38.4%
INTU vs CNH
+11.5%
-49.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.0% | -7.4% | -4.1% |
| 7D | -7.1% | +23.3% | -30.4% | -11.0% |
| 30D | +1.5% | +33.5% | -32.0% | -4.6% |
| 3M | +10.7% | +32.7% | -22.1% | +3.8% |
| 6M | -23.8% | +22.2% | -46.0% | -27.8% |
| YTD | -49.3% | +57.7% | -107.0% | -56.0% |
| 1Y | -49.7% | +28.0% | -77.6% | -53.4% |
| 3Y | -38.0% | +11.5% | -49.5% | -41.7% |
| All | -38.4% | +11.5% | -49.9% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling