-47.0%
INTU vs CP
+32.2%
-79.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.8% |
| 7D | +0.1% | +2.8% | -2.7% | +0.4% |
| 30D | +15.4% | +10.2% | +5.2% | +16.9% |
| 3M | +6.6% | +2.4% | +4.2% | +6.9% |
| 6M | -11.3% | +7.7% | -19.0% | -9.1% |
| YTD | -47.7% | +26.0% | -73.7% | -43.9% |
| 1Y | -47.0% | +34.6% | -81.7% | -44.3% |
| All | -47.0% | +32.2% | -79.2% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling