+210.2%
INTU vs CRS
+1,443.4%
-1,233.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -8.5% | -0.5% | -7.9% | -8.4% |
| 30D | -6.1% | -18.1% | +12.0% | -2.6% |
| 3M | +7.3% | -12.4% | +19.8% | +9.1% |
| 6M | -33.2% | +15.9% | -49.2% | -36.8% |
| YTD | -52.2% | +45.8% | -98.0% | -57.3% |
| 1Y | -52.7% | +87.8% | -140.4% | -60.6% |
| 3Y | -41.6% | +648.7% | -690.3% | -66.3% |
| 5Y | -42.6% | +1,416.6% | -1,459.3% | -72.8% |
| All | +210.2% | +1,443.4% | -1,233.2% | +30.4% |
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