+236.7%
INTU vs CAG
-37.3%
+274.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | +10.1% | +7.7% | +2.4% | +8.6% |
| 3M | -4.2% | -3.2% | -1.0% | -3.7% |
| 6M | -7.2% | +7.0% | -14.2% | -8.3% |
| YTD | -47.7% | -9.0% | -38.7% | -47.3% |
| 1Y | -46.7% | -9.6% | -37.1% | -46.2% |
| 3Y | -34.1% | -36.0% | +1.9% | -30.4% |
| 5Y | -43.3% | -40.9% | -2.4% | -39.6% |
| All | +236.7% | -37.3% | +274.0% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling