-41.7%
INTU vs CAG
-40.6%
-1.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | -7.5% | -5.3% | -2.3% | -6.9% |
| 30D | -1.9% | +1.0% | -2.9% | -2.0% |
| 3M | +4.9% | +17.4% | -12.5% | +3.4% |
| 6M | -33.2% | -16.8% | -16.4% | -33.0% |
| YTD | -51.4% | -6.8% | -44.6% | -51.6% |
| 1Y | -52.0% | -15.4% | -36.6% | -51.8% |
| 3Y | -40.7% | -37.1% | -3.6% | -39.6% |
| 5Y | -41.7% | -41.3% | -0.5% | -38.3% |
| All | -41.7% | -40.6% | -1.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling