+211.1%
INTU vs CPB
-45.7%
+256.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.4% |
| 7D | -7.5% | -8.2% | +0.7% | -6.4% |
| 30D | -1.9% | -5.6% | +3.7% | -1.1% |
| 3M | +4.9% | +3.0% | +1.9% | +4.6% |
| 6M | -33.2% | -12.7% | -20.5% | -32.2% |
| YTD | -51.4% | -18.0% | -33.4% | -50.3% |
| 1Y | -52.0% | -31.7% | -20.2% | -50.0% |
| 3Y | -40.7% | -41.0% | +0.3% | -38.0% |
| 5Y | -41.7% | -38.4% | -3.3% | -39.9% |
| 10Y | +211.1% | -45.0% | +256.1% | +229.2% |
| All | +211.1% | -45.7% | +256.8% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling