+243.1%
INTU vs CF
+561.7%
-318.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | +15.4% | +4.3% | +11.1% | +14.4% |
| 3M | +6.6% | +2.8% | +3.8% | +5.6% |
| 6M | -11.3% | +0.6% | -11.9% | -12.0% |
| YTD | -47.7% | +56.6% | -104.4% | -53.1% |
| 1Y | -47.0% | +49.6% | -96.6% | -52.1% |
| 3Y | -29.9% | +61.5% | -91.4% | -38.8% |
| 5Y | -42.2% | +124.0% | -166.2% | -55.3% |
| All | +243.1% | +561.7% | -318.6% | +111.8% |
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