-52.0%
INTU vs CPB
-31.9%
-20.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.8% |
| 7D | -7.5% | -8.2% | +0.7% | -4.8% |
| 30D | -1.9% | -5.6% | +3.7% | -0.1% |
| 3M | +4.9% | +3.0% | +1.9% | +4.4% |
| 6M | -33.2% | -12.7% | -20.5% | -31.3% |
| YTD | -51.4% | -18.0% | -33.4% | -49.3% |
| 1Y | -52.0% | -31.7% | -20.2% | -48.7% |
| All | -52.0% | -31.9% | -20.1% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling