+235.2%
INTU vs CPRT
+370.9%
-135.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -4.1% | -1.5% | -2.6% | -3.2% |
| 30D | +12.8% | +21.3% | -8.5% | 0.0% |
| 3M | +2.1% | +10.4% | -8.3% | -4.9% |
| 6M | -11.5% | -4.3% | -7.1% | -10.8% |
| YTD | -47.9% | -18.3% | -29.6% | -42.0% |
| 1Y | -47.7% | -22.5% | -25.2% | -39.7% |
| 3Y | -34.0% | -34.3% | +0.4% | -19.6% |
| 5Y | -43.5% | -17.8% | -25.8% | -42.3% |
| All | +235.2% | +370.9% | -135.6% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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