-40.0%
INTU vs CF
+125.5%
-165.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.1% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | +23.0% | +2.2% | +20.8% | +22.7% |
| 3M | +8.7% | +2.1% | +6.6% | +8.2% |
| 6M | -10.1% | -6.5% | -3.6% | -9.8% |
| YTD | -45.7% | +55.6% | -101.2% | -48.9% |
| 1Y | -45.1% | +42.3% | -87.4% | -47.8% |
| 3Y | -26.9% | +55.7% | -82.6% | -32.2% |
| 5Y | -40.0% | +122.4% | -162.4% | -46.9% |
| All | -40.0% | +125.5% | -165.4% | -46.9% |
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