-46.9%
INTU vs CVS
+18.3%
-65.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.7% |
| 7D | -3.9% | +12.0% | -15.9% | -3.0% |
| 30D | +12.0% | +2.8% | +9.2% | +12.4% |
| 3M | +2.3% | -3.6% | +5.9% | +2.2% |
| 6M | -12.1% | -1.6% | -10.5% | -12.0% |
| YTD | -47.5% | +16.3% | -63.8% | -45.9% |
| 1Y | -46.9% | +15.5% | -62.4% | -45.2% |
| All | -46.9% | +18.3% | -65.2% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling