+6,117.8%
INTU vs COR
+18,334.8%
-12,217.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.6% | -1.9% |
| 7D | -3.9% | +2.3% | -6.3% | -4.5% |
| 30D | +11.7% | +6.8% | +5.0% | +9.9% |
| 3M | +4.5% | +8.1% | -3.6% | +2.3% |
| 6M | -13.9% | +33.0% | -46.9% | -20.0% |
| YTD | -48.2% | +3.0% | -51.2% | -49.3% |
| 1Y | -47.1% | -3.4% | -43.7% | -47.4% |
| 3Y | -32.5% | +80.1% | -112.6% | -43.6% |
| 5Y | -42.6% | +194.7% | -237.3% | -58.1% |
| 10Y | +235.3% | +512.3% | -277.0% | +95.8% |
| All | +6,117.8% | +18,334.8% | -12,217.1% | +1,434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling