+235.2%
INTU vs CVS
+64.6%
+170.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.1% | +10.4% | -14.5% | -6.2% |
| 30D | +12.8% | +3.3% | +9.6% | +11.7% |
| 3M | +2.1% | -4.5% | +6.6% | +2.7% |
| 6M | -11.5% | -4.4% | -7.1% | -11.3% |
| YTD | -47.9% | +16.6% | -64.5% | -50.6% |
| 1Y | -47.7% | +15.3% | -63.0% | -50.3% |
| 3Y | -34.0% | +48.6% | -82.5% | -43.1% |
| 5Y | -43.5% | +12.9% | -56.4% | -46.9% |
| All | +235.2% | +64.6% | +170.6% | +167.3% |
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