-49.7%
INTU vs COR
+12.8%
-62.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.4% |
| 7D | -7.1% | +2.8% | -9.9% | -7.1% |
| 30D | +1.5% | +4.5% | -3.1% | +1.5% |
| 3M | +10.7% | +22.7% | -12.0% | +11.4% |
| 6M | -23.8% | -9.7% | -14.1% | -27.0% |
| YTD | -49.3% | -1.4% | -47.9% | -50.5% |
| 1Y | -49.7% | +13.9% | -63.6% | -50.3% |
| All | -49.7% | +12.8% | -62.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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