-42.2%
INTU vs CNP
+73.6%
-115.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | +0.1% | -4.2% | +4.3% | +1.3% |
| 30D | +15.4% | +5.5% | +9.9% | +13.5% |
| 3M | +6.6% | +0.6% | +6.0% | +6.1% |
| 6M | -11.3% | -2.8% | -8.5% | -11.0% |
| YTD | -47.7% | +7.9% | -55.6% | -49.9% |
| 1Y | -47.0% | +6.7% | -53.7% | -49.1% |
| 3Y | -29.9% | +61.1% | -91.1% | -46.0% |
| All | -42.2% | +73.6% | -115.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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