+15,309.0%
INTU vs CP
+10,815.0%
+4,494.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.1% | +6.1% | +1.0% | +4.9% |
| 30D | +23.0% | +9.8% | +13.3% | +19.1% |
| 3M | +8.7% | +2.7% | +6.0% | +7.7% |
| 6M | -10.1% | +12.8% | -22.9% | -14.1% |
| YTD | -45.7% | +28.2% | -73.8% | -51.0% |
| 1Y | -45.1% | +34.1% | -79.2% | -51.3% |
| 3Y | -26.9% | +28.9% | -55.8% | -35.2% |
| 5Y | -40.0% | +27.1% | -67.0% | -46.6% |
| 10Y | +265.4% | +264.8% | +0.6% | +125.8% |
| All | +15,309.0% | +10,815.0% | +4,494.0% | +3,012.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling