+233.5%
INTU vs CP
+251.7%
-18.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | +12.0% | +9.6% | +2.3% | +7.0% |
| 3M | +2.3% | +2.2% | +0.1% | +1.2% |
| 6M | -12.1% | +11.1% | -23.2% | -17.0% |
| YTD | -47.5% | +28.2% | -75.7% | -54.9% |
| 1Y | -46.9% | +32.2% | -79.1% | -55.2% |
| 3Y | -33.5% | +35.5% | -69.0% | -46.6% |
| 5Y | -41.2% | +26.8% | -68.0% | -51.5% |
| 10Y | +233.5% | +256.9% | -23.4% | +61.4% |
| All | +233.5% | +251.7% | -18.2% | +61.4% |
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