-43.2%
INTU vs CPB
-33.2%
-10.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | 0.0% |
| 7D | +0.1% | -1.6% | +1.6% | +0.3% |
| 30D | +10.1% | +19.2% | -9.1% | +7.7% |
| 3M | -4.2% | -0.9% | -3.2% | -4.5% |
| 6M | -7.2% | +15.2% | -22.5% | -8.3% |
| YTD | -47.7% | -13.1% | -34.6% | -47.9% |
| 1Y | -46.7% | -22.4% | -24.3% | -46.9% |
| 3Y | -34.1% | -35.3% | +1.2% | -35.2% |
| All | -43.2% | -33.2% | -10.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling