+235.3%
INTU vs CP
+261.0%
-25.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.0% |
| 7D | -3.9% | +2.8% | -6.7% | -5.2% |
| 30D | +11.7% | +11.3% | +0.4% | +5.9% |
| 3M | +4.5% | +2.9% | +1.6% | +3.0% |
| 6M | -13.9% | +9.8% | -23.6% | -18.2% |
| YTD | -48.2% | +28.5% | -76.8% | -55.6% |
| 1Y | -47.1% | +33.5% | -80.6% | -55.6% |
| 3Y | -32.5% | +31.9% | -64.4% | -44.9% |
| 5Y | -42.6% | +25.5% | -68.1% | -52.3% |
| 10Y | +235.3% | +257.6% | -22.3% | +65.7% |
| All | +235.3% | +261.0% | -25.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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