-38.4%
INTU vs CNP
+73.1%
-111.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -7.1% | +1.1% | -8.2% | -7.3% |
| 30D | +1.5% | -1.8% | +3.3% | +1.9% |
| 3M | +10.7% | -4.6% | +15.3% | +12.0% |
| 6M | -23.8% | -8.8% | -15.0% | -22.1% |
| YTD | -49.3% | +5.2% | -54.5% | -50.9% |
| 1Y | -49.7% | +8.3% | -58.0% | -52.0% |
| 3Y | -38.0% | +54.9% | -92.9% | -50.7% |
| All | -38.4% | +73.1% | -111.5% | -51.2% |
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