+235.2%
INTU vs CF
+478.3%
-243.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -4.1% | +5.4% | -9.5% | -5.0% |
| 30D | +12.8% | +6.5% | +6.3% | +11.4% |
| 3M | +2.1% | +4.6% | -2.5% | +0.9% |
| 6M | -11.5% | -3.3% | -8.2% | -11.4% |
| YTD | -47.9% | +63.9% | -111.8% | -53.7% |
| 1Y | -47.7% | +50.4% | -98.1% | -52.7% |
| 3Y | -34.0% | +68.2% | -102.2% | -42.8% |
| 5Y | -43.5% | +113.8% | -157.4% | -55.8% |
| All | +235.2% | +478.3% | -243.0% | +104.7% |
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