+14,729.7%
INTU vs CP
+10,629.9%
+4,099.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.8% |
| 30D | +15.4% | +10.2% | +5.2% | +11.6% |
| 3M | +6.6% | +2.4% | +4.2% | +5.7% |
| 6M | -11.3% | +7.7% | -19.0% | -13.8% |
| YTD | -47.7% | +26.0% | -73.7% | -52.5% |
| 1Y | -47.0% | +34.6% | -81.7% | -53.1% |
| 3Y | -29.9% | +26.7% | -56.6% | -37.5% |
| 5Y | -42.2% | +24.9% | -67.1% | -48.2% |
| 10Y | +251.7% | +258.6% | -7.0% | +118.7% |
| All | +14,729.7% | +10,629.9% | +4,099.8% | +2,914.8% |
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