-49.7%
INTU vs CAG
-13.1%
-36.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -7.1% | -3.8% | -3.3% | -6.3% |
| 30D | +1.5% | +3.1% | -1.7% | +0.8% |
| 3M | +10.7% | +23.5% | -12.8% | +8.2% |
| 6M | -23.8% | -14.8% | -9.0% | -27.5% |
| YTD | -49.3% | -5.4% | -43.9% | -50.8% |
| 1Y | -49.7% | -11.8% | -37.9% | -51.3% |
| All | -49.7% | -13.1% | -36.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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