-47.2%
INTU vs CAG
-5.9%
-41.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.9% |
| 7D | -1.2% | +6.6% | -7.9% | -3.2% |
| 30D | +12.4% | +13.9% | -1.5% | +8.4% |
| 3M | +2.3% | +4.0% | -1.8% | +0.9% |
| 6M | -13.3% | +10.0% | -23.3% | -16.3% |
| YTD | -47.9% | -6.1% | -41.7% | -49.5% |
| 1Y | -47.2% | -4.3% | -42.8% | -49.6% |
| All | -47.2% | -5.9% | -41.2% | -49.6% |
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