-40.7%
INTU vs CVS
+64.7%
-105.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -7.5% | -1.6% | -6.0% | -7.5% |
| 30D | -1.9% | +0.4% | -2.3% | -1.9% |
| 3M | +4.9% | -0.4% | +5.3% | +4.8% |
| 6M | -33.2% | +25.1% | -58.4% | -33.6% |
| YTD | -51.4% | +23.9% | -75.3% | -51.6% |
| 1Y | -52.0% | +41.1% | -93.1% | -52.5% |
| 3Y | -40.7% | +63.6% | -104.3% | -40.8% |
| All | -40.7% | +64.7% | -105.4% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling