-45.2%
INTU vs COP
+61.7%
-106.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.2% | +8.6% | +3.9% |
| 7D | +8.7% | -8.1% | +16.8% | +9.4% |
| 30D | +25.9% | +6.7% | +19.2% | +24.3% |
| 3M | +10.7% | +16.9% | -6.2% | +7.9% |
| 6M | -11.6% | +11.2% | -22.8% | -13.6% |
| YTD | -45.4% | +49.5% | -94.9% | -44.8% |
| 1Y | -45.2% | +60.7% | -105.9% | -45.8% |
| All | -45.2% | +61.7% | -106.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling