+461.3%
INTU vs CNH
+64.7%
+396.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.0% | -7.4% | -4.3% |
| 7D | -7.1% | +23.3% | -30.4% | -11.9% |
| 30D | +1.5% | +33.5% | -32.0% | -5.9% |
| 3M | +10.7% | +32.7% | -22.1% | +2.2% |
| 6M | -23.8% | +22.2% | -46.0% | -29.1% |
| YTD | -49.3% | +57.7% | -107.0% | -56.4% |
| 1Y | -49.7% | +28.0% | -77.6% | -54.2% |
| 3Y | -38.0% | +11.5% | -49.5% | -43.1% |
| 5Y | -38.7% | +11.9% | -50.6% | -44.7% |
| 10Y | +221.3% | +162.8% | +58.6% | +118.8% |
| All | +461.3% | +64.7% | +396.6% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling