-36.9%
INTU vs CEG
+717.3%
-754.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.2% | -4.1% |
| 7D | -7.1% | +8.0% | -15.1% | -8.2% |
| 30D | +1.5% | +12.9% | -11.5% | -0.4% |
| 3M | +10.7% | +13.2% | -2.5% | +8.3% |
| 6M | -23.8% | -7.0% | -16.9% | -23.7% |
| YTD | -49.3% | -15.0% | -34.3% | -48.6% |
| 1Y | -49.7% | -2.7% | -46.9% | -50.7% |
| 3Y | -38.0% | +184.1% | -222.1% | -59.4% |
| All | -36.9% | +717.3% | -754.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling