+478.9%
INTU vs CNH
+32.2%
+446.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.5% | -4.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | +15.4% | -7.2% | +22.6% | +17.3% |
| 3M | +6.6% | +6.5% | 0.0% | +3.9% |
| 6M | -11.3% | +7.9% | -19.2% | -14.6% |
| YTD | -47.7% | +26.6% | -74.3% | -52.8% |
| 1Y | -47.0% | +13.8% | -60.8% | -50.8% |
| 3Y | -29.9% | +9.2% | -39.1% | -36.4% |
| 5Y | -42.2% | -15.6% | -26.6% | -44.2% |
| 10Y | +251.7% | +119.2% | +132.5% | +149.7% |
| All | +478.9% | +32.2% | +446.7% | +333.6% |
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