+236.7%
INTU vs CRS
+790.4%
-553.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.9% |
| 7D | +0.1% | +4.8% | -4.7% | -0.9% |
| 30D | +10.1% | -23.2% | +33.2% | +14.4% |
| 3M | -4.2% | -45.5% | +41.3% | +6.1% |
| 6M | -7.2% | -33.1% | +25.9% | -2.7% |
| YTD | -47.7% | -7.2% | -40.5% | -49.8% |
| 1Y | -46.7% | -10.0% | -36.7% | -48.6% |
| 3Y | -34.1% | +332.3% | -366.4% | -58.3% |
| 5Y | -43.3% | +801.9% | -845.2% | -70.9% |
| All | +236.7% | +790.4% | -553.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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