-42.8%
INTU vs CNI
+11.3%
-54.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -9.2% | -1.1% | -8.1% | -8.7% |
| 30D | -7.0% | -3.5% | -3.5% | -5.3% |
| 3M | +10.5% | +2.2% | +8.3% | +9.4% |
| 6M | -30.6% | +15.1% | -45.7% | -35.9% |
| YTD | -52.3% | +24.7% | -77.0% | -58.3% |
| 1Y | -51.8% | +33.4% | -85.2% | -59.7% |
| 3Y | -41.8% | +19.5% | -61.3% | -50.2% |
| 5Y | -42.8% | +12.6% | -55.4% | -48.1% |
| All | -42.8% | +11.3% | -54.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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