-33.9%
INTU vs CP
+31.7%
-65.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | +2.8% | -4.0% | -1.8% |
| 30D | +12.4% | +11.0% | +1.4% | +10.4% |
| 3M | +2.3% | +3.8% | -1.6% | +1.6% |
| 6M | -13.3% | +9.5% | -22.8% | -14.6% |
| YTD | -47.9% | +28.2% | -76.1% | -50.8% |
| 1Y | -47.2% | +33.0% | -80.1% | -50.7% |
| 3Y | -33.9% | +35.5% | -69.4% | -39.1% |
| All | -33.9% | +31.7% | -65.6% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling