-47.0%
INTU vs CPRT
-23.4%
-23.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.0% |
| 7D | +0.1% | +6.0% | -5.9% | -2.6% |
| 30D | +15.4% | +20.0% | -4.6% | +6.1% |
| 3M | +6.6% | +10.1% | -3.6% | +1.2% |
| 6M | -11.3% | -4.3% | -7.0% | -11.8% |
| YTD | -47.7% | -18.4% | -29.3% | -42.9% |
| 1Y | -47.0% | -20.1% | -26.9% | -42.2% |
| All | -47.0% | -23.4% | -23.7% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling