+6,177.9%
INTU vs COR
+17,684.4%
-11,506.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +15.4% | +5.1% | +10.3% | +14.0% |
| 3M | +6.6% | +2.8% | +3.8% | +5.8% |
| 6M | -11.3% | +32.5% | -43.8% | -17.5% |
| YTD | -47.7% | -0.7% | -47.1% | -48.3% |
| 1Y | -47.0% | -6.7% | -40.3% | -46.8% |
| 3Y | -29.9% | +73.7% | -103.7% | -40.9% |
| 5Y | -42.2% | +177.9% | -220.1% | -57.2% |
| 10Y | +251.7% | +533.8% | -282.1% | +103.5% |
| All | +6,177.9% | +17,684.4% | -11,506.5% | +1,464.2% |
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