-40.2%
INTU vs CRH
+93.9%
-134.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.4% |
| 7D | -3.3% | -6.1% | +2.7% | -0.9% |
| 30D | -3.9% | -9.3% | +5.3% | -0.2% |
| 3M | +16.6% | -15.2% | +31.8% | +24.1% |
| 6M | -26.4% | -14.2% | -12.2% | -23.5% |
| YTD | -51.0% | -28.3% | -22.7% | -44.8% |
| 1Y | -50.8% | -21.8% | -29.0% | -47.1% |
| 3Y | -40.1% | +71.6% | -111.7% | -60.5% |
| All | -40.2% | +93.9% | -134.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 5y: compounded portfolio wealth divided by compounded CRH 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…
5y analysis · Full analysis span regression · 6 months rolling