-38.4%
INTU vs CF
+227.0%
-265.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.1% | -3.1% |
| 7D | -7.1% | +6.0% | -13.1% | -7.6% |
| 30D | +1.5% | +14.8% | -13.4% | 0.0% |
| 3M | +10.7% | +14.1% | -3.4% | +9.1% |
| 6M | -23.8% | +28.5% | -52.4% | -26.3% |
| YTD | -49.3% | +74.9% | -124.2% | -52.7% |
| 1Y | -49.7% | +61.7% | -111.3% | -52.6% |
| 3Y | -38.0% | +80.3% | -118.3% | -43.2% |
| All | -38.4% | +227.0% | -265.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling