+1,497.0%
INTU vs CF
+5,948.3%
-4,451.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.1% | -2.8% |
| 7D | -7.1% | +6.0% | -13.1% | -8.1% |
| 30D | +1.5% | +14.8% | -13.4% | -1.3% |
| 3M | +10.7% | +14.1% | -3.4% | +7.7% |
| 6M | -23.8% | +28.5% | -52.4% | -28.3% |
| YTD | -49.3% | +74.9% | -124.2% | -55.1% |
| 1Y | -49.7% | +61.7% | -111.3% | -54.9% |
| 3Y | -38.0% | +80.3% | -118.3% | -46.5% |
| 5Y | -38.7% | +226.0% | -264.7% | -54.6% |
| 10Y | +221.3% | +569.9% | -348.5% | +95.2% |
| All | +1,497.0% | +5,948.3% | -4,451.3% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling