-38.4%
INTU vs COR
+184.0%
-222.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -7.1% | +2.8% | -9.9% | -7.5% |
| 30D | +1.5% | +4.5% | -3.1% | +0.7% |
| 3M | +10.7% | +22.7% | -12.0% | +7.2% |
| 6M | -23.8% | -9.7% | -14.1% | -23.0% |
| YTD | -49.3% | -1.4% | -47.9% | -49.7% |
| 1Y | -49.7% | +13.9% | -63.6% | -51.9% |
| 3Y | -38.0% | +94.0% | -132.0% | -50.6% |
| All | -38.4% | +184.0% | -222.4% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling