-40.7%
INTU vs CRS
+653.3%
-693.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -4.0% |
| 7D | -7.5% | -3.1% | -4.5% | -7.4% |
| 30D | -1.9% | -19.6% | +17.7% | -0.9% |
| 3M | +4.9% | -8.1% | +12.9% | +4.5% |
| 6M | -33.2% | +18.6% | -51.8% | -35.4% |
| YTD | -51.4% | +45.9% | -97.3% | -54.6% |
| 1Y | -52.0% | +82.5% | -134.5% | -57.2% |
| 3Y | -40.7% | +648.9% | -689.6% | -59.0% |
| All | -40.7% | +653.3% | -693.9% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling