+14,280.5%
INTU vs CVS
+1,570.7%
+12,709.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -7.1% | +4.0% | -11.0% | -8.1% |
| 30D | +1.5% | -2.4% | +3.9% | +2.0% |
| 3M | +10.7% | +2.7% | +8.0% | +9.5% |
| 6M | -23.8% | +21.9% | -45.7% | -28.6% |
| YTD | -49.3% | +24.7% | -74.1% | -53.0% |
| 1Y | -49.7% | +35.4% | -85.1% | -54.4% |
| 3Y | -38.0% | +65.2% | -103.2% | -48.8% |
| 5Y | -38.7% | +30.5% | -69.3% | -46.2% |
| 10Y | +221.3% | +40.4% | +181.0% | +164.8% |
| All | +14,280.5% | +1,570.7% | +12,709.8% | +5,573.8% |
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 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