-10.6%
INTU vs CPNG
-76.1%
+65.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +0.1% | -6.8% | +6.8% | +1.7% |
| 30D | +10.1% | +5.5% | +4.6% | +8.5% |
| 3M | -4.2% | -6.8% | +2.6% | -2.9% |
| 6M | -7.2% | -4.8% | -2.4% | -7.7% |
| YTD | -47.7% | -35.6% | -12.1% | -43.2% |
| 1Y | -46.7% | -46.8% | +0.1% | -39.5% |
| 3Y | -34.1% | -0.8% | -33.3% | -37.7% |
| 5Y | -43.3% | -42.9% | -0.4% | -45.9% |
| All | -10.6% | -76.1% | +65.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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