+14,280.4%
INTU vs CRS
+8,122.3%
+6,158.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.7% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +1.5% | -16.6% | +18.1% | +5.2% |
| 3M | +10.7% | -3.5% | +14.1% | +10.3% |
| 6M | -23.8% | +15.4% | -39.3% | -28.0% |
| YTD | -49.3% | +51.2% | -100.5% | -55.2% |
| 1Y | -49.7% | +98.3% | -147.9% | -58.7% |
| 3Y | -38.0% | +651.5% | -689.6% | -63.9% |
| 5Y | -38.7% | +1,411.1% | -1,449.9% | -70.5% |
| 10Y | +221.3% | +1,424.3% | -1,203.0% | +36.4% |
| All | +14,280.4% | +8,122.3% | +6,158.2% | +3,279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling