-29.9%
INTU vs CPB
-36.0%
+6.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.5% |
| 7D | +0.1% | +8.0% | -7.9% | -1.2% |
| 30D | +15.4% | +22.4% | -7.0% | +11.8% |
| 3M | +6.6% | +2.5% | +4.1% | +5.7% |
| 6M | -11.3% | +12.2% | -23.5% | -12.6% |
| YTD | -47.7% | -12.8% | -34.9% | -48.2% |
| 1Y | -47.0% | -19.2% | -27.9% | -47.6% |
| 3Y | -29.9% | -35.6% | +5.6% | -31.2% |
| All | -29.9% | -36.0% | +6.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling