+14,587.7%
INTU vs CVS
+1,382.8%
+13,204.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.4% |
| 7D | -3.9% | -3.7% | -0.3% | -3.5% |
| 30D | +11.7% | -0.3% | +12.1% | +11.3% |
| 3M | +4.5% | -10.3% | +14.8% | +6.9% |
| 6M | -13.9% | -4.6% | -9.3% | -13.7% |
| YTD | -48.2% | +10.7% | -58.9% | -50.7% |
| 1Y | -47.1% | +11.2% | -58.4% | -49.8% |
| 3Y | -32.5% | +43.0% | -75.5% | -42.2% |
| 5Y | -42.6% | +8.6% | -51.2% | -47.2% |
| 10Y | +235.3% | +52.0% | +183.3% | +169.6% |
| All | +14,587.7% | +1,382.8% | +13,204.9% | +5,851.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling