-34.3%
INTU vs CPNG
+6.5%
-40.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.2% | +7.2% | -8.5% | -2.7% |
| 30D | +12.4% | +3.2% | +9.2% | +11.5% |
| 3M | +2.3% | +0.9% | +1.4% | +1.7% |
| 6M | -13.3% | -3.8% | -9.5% | -13.7% |
| YTD | -47.9% | -30.8% | -17.1% | -44.5% |
| 1Y | -47.2% | -43.5% | -3.6% | -41.2% |
| All | -34.3% | +6.5% | -40.8% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling