+243.1%
INTU vs CPRT
+398.2%
-155.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -2.7% |
| 7D | +0.1% | +6.0% | -5.9% | -3.5% |
| 30D | +15.4% | +20.0% | -4.6% | +3.0% |
| 3M | +6.6% | +10.1% | -3.6% | -0.6% |
| 6M | -11.3% | -4.3% | -7.0% | -10.6% |
| YTD | -47.7% | -18.4% | -29.3% | -41.7% |
| 1Y | -47.0% | -20.1% | -26.9% | -40.2% |
| 3Y | -29.9% | -30.4% | +0.5% | -18.2% |
| 5Y | -42.2% | -17.0% | -25.2% | -41.2% |
| All | +243.1% | +398.2% | -155.1% | +63.4% |
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