-39.5%
INTU vs CEG
+717.5%
-757.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -7.5% | +6.7% | -14.2% | -8.4% |
| 30D | -1.9% | +11.0% | -12.9% | -3.5% |
| 3M | +4.9% | +19.5% | -14.6% | +1.7% |
| 6M | -33.2% | -5.9% | -27.4% | -33.2% |
| YTD | -51.4% | -15.0% | -36.4% | -50.7% |
| 1Y | -52.0% | +0.6% | -52.6% | -53.3% |
| 3Y | -40.7% | +180.6% | -221.3% | -60.9% |
| All | -39.5% | +717.5% | -757.0% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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