-45.2%
INTU vs CF
+35.9%
-81.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.8% | +3.5% |
| 7D | +8.7% | -6.9% | +15.5% | +8.8% |
| 30D | +25.9% | -3.7% | +29.6% | +25.9% |
| 3M | +10.7% | -5.0% | +15.7% | +10.8% |
| 6M | -11.6% | -10.5% | -1.1% | -11.3% |
| YTD | -45.4% | +46.5% | -91.9% | -43.7% |
| 1Y | -45.2% | +34.8% | -80.1% | -42.2% |
| All | -45.2% | +35.9% | -81.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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