+5,987.7%
INTU vs COR
+17,545.2%
-11,557.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | -7.1% | +2.8% | -9.9% | -7.8% |
| 30D | +1.5% | +4.5% | -3.1% | +0.2% |
| 3M | +10.7% | +22.7% | -12.0% | +4.9% |
| 6M | -23.8% | -9.7% | -14.1% | -22.5% |
| YTD | -49.3% | -1.4% | -47.9% | -49.8% |
| 1Y | -49.7% | +13.9% | -63.6% | -52.1% |
| 3Y | -38.0% | +94.0% | -132.0% | -49.4% |
| 5Y | -38.7% | +184.0% | -222.8% | -55.0% |
| 10Y | +221.3% | +406.8% | -185.4% | +95.5% |
| All | +5,987.7% | +17,545.2% | -11,557.5% | +1,418.6% |
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