-35.2%
INTU vs CEG
+672.0%
-707.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | -4.1% | +17.8% | -22.0% | -6.1% |
| 30D | +12.8% | -4.5% | +17.4% | +13.2% |
| 3M | +2.1% | +1.5% | +0.6% | +1.2% |
| 6M | -11.5% | -3.5% | -8.0% | -12.1% |
| YTD | -47.9% | -19.7% | -28.2% | -47.1% |
| 1Y | -47.7% | -19.8% | -27.9% | -47.0% |
| 3Y | -34.0% | +136.4% | -170.4% | -54.3% |
| All | -35.2% | +672.0% | -707.2% | -67.3% |
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