-46.9%
INTU vs CEG
-23.2%
-23.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +1.1% |
| 7D | -3.9% | +11.8% | -15.7% | -2.1% |
| 30D | +12.0% | -6.5% | +18.5% | +11.6% |
| 3M | +2.3% | -1.2% | +3.5% | +2.6% |
| 6M | -12.1% | -8.0% | -4.0% | -11.5% |
| YTD | -47.5% | -21.9% | -25.7% | -46.7% |
| 1Y | -46.9% | -21.4% | -25.5% | -45.8% |
| All | -46.9% | -23.2% | -23.7% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling