+221.6%
INTU vs CP
+222.0%
-0.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -7.1% | -2.7% | -4.4% | -5.8% |
| 30D | +1.5% | +0.2% | +1.3% | +1.3% |
| 3M | +10.7% | +2.6% | +8.1% | +9.3% |
| 6M | -23.8% | +6.0% | -29.8% | -26.9% |
| YTD | -49.3% | +24.9% | -74.2% | -55.8% |
| 1Y | -49.7% | +20.1% | -69.8% | -55.3% |
| 3Y | -38.0% | +16.4% | -54.4% | -45.6% |
| 5Y | -38.7% | +31.7% | -70.5% | -50.6% |
| All | +221.6% | +222.0% | -0.4% | +62.0% |
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