+211.0%
INTU vs CVS
+40.0%
+171.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | -8.5% | -1.9% | -6.6% | -8.1% |
| 30D | -6.1% | -0.3% | -5.8% | -6.1% |
| 3M | +7.3% | -1.1% | +8.5% | +7.3% |
| 6M | -33.2% | +23.7% | -56.9% | -36.9% |
| YTD | -52.2% | +23.0% | -75.2% | -54.9% |
| 1Y | -52.7% | +37.2% | -89.8% | -56.7% |
| 3Y | -41.6% | +62.4% | -104.1% | -50.5% |
| 5Y | -42.6% | +31.8% | -74.5% | -48.1% |
| 10Y | +211.0% | +41.9% | +169.1% | +150.4% |
| All | +211.0% | +40.0% | +171.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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