+237.9%
INTU vs CF
+494.2%
-256.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -1.2% | +4.8% | -6.0% | -2.2% |
| 30D | +12.4% | +9.7% | +2.7% | +10.4% |
| 3M | +2.3% | +1.2% | +1.0% | +1.6% |
| 6M | -13.3% | +7.4% | -20.7% | -15.0% |
| YTD | -47.9% | +60.5% | -108.4% | -53.5% |
| 1Y | -47.2% | +50.7% | -97.9% | -52.2% |
| 3Y | -33.9% | +64.8% | -98.7% | -42.5% |
| 5Y | -41.3% | +115.8% | -157.1% | -54.2% |
| 10Y | +237.9% | +481.0% | -243.1% | +107.5% |
| All | +237.9% | +494.2% | -256.3% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling