-40.0%
INTU vs CVE
+148.3%
-188.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | +7.1% | -14.1% | +21.2% | +8.9% |
| 30D | +23.0% | -11.6% | +34.6% | +24.5% |
| 3M | +8.7% | 0.0% | +8.7% | +8.1% |
| 6M | -10.1% | -8.4% | -1.7% | -9.8% |
| YTD | -45.7% | +65.9% | -111.6% | -50.3% |
| 1Y | -45.1% | +69.4% | -114.5% | -50.0% |
| 3Y | -26.9% | +55.9% | -82.8% | -34.4% |
| 5Y | -40.0% | +146.2% | -186.1% | -50.7% |
| All | -40.0% | +148.3% | -188.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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