-34.9%
INTU vs CEG
+583.3%
-618.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.3% | -8.1% | -4.3% |
| 7D | +0.1% | -4.7% | +4.9% | +0.6% |
| 30D | +15.4% | -16.6% | +32.0% | +17.8% |
| 3M | +6.6% | -4.1% | +10.7% | +6.2% |
| 6M | -11.3% | -22.3% | +11.0% | -9.1% |
| YTD | -47.7% | -28.9% | -18.8% | -46.1% |
| 1Y | -47.0% | -28.5% | -18.6% | -45.5% |
| 3Y | -29.9% | +104.3% | -134.2% | -50.4% |
| All | -34.9% | +583.3% | -618.2% | -66.6% |
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