+211.0%
INTU vs COR
+399.7%
-188.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -8.5% | -3.9% | -4.6% | -7.5% |
| 30D | -6.1% | -0.3% | -5.8% | -6.2% |
| 3M | +7.3% | +15.9% | -8.5% | +3.0% |
| 6M | -33.2% | -10.3% | -23.0% | -31.8% |
| YTD | -52.2% | -3.7% | -48.5% | -52.4% |
| 1Y | -52.7% | +9.1% | -61.8% | -54.8% |
| 3Y | -41.6% | +86.6% | -128.2% | -53.7% |
| 5Y | -42.6% | +180.9% | -223.6% | -60.5% |
| 10Y | +211.0% | +407.4% | -196.4% | +81.4% |
| All | +211.0% | +399.7% | -188.7% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling