+649.4%
INTU vs CPAY
+1,524.4%
-875.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -8.5% | -2.5% | -6.0% | -7.4% |
| 30D | -6.1% | +1.3% | -7.4% | -6.5% |
| 3M | +7.3% | +13.5% | -6.1% | +1.9% |
| 6M | -33.2% | +24.7% | -57.9% | -39.5% |
| YTD | -52.2% | +34.9% | -87.1% | -58.5% |
| 1Y | -52.7% | +29.7% | -82.4% | -58.4% |
| 3Y | -41.6% | +49.4% | -91.0% | -53.3% |
| 5Y | -42.6% | +53.5% | -96.1% | -55.2% |
| 10Y | +211.0% | +152.5% | +58.6% | +97.1% |
| All | +649.4% | +1,524.4% | -875.0% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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