+1,611.2%
INTU vs CF
+5,277.9%
-3,666.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.6% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | +23.0% | +2.2% | +20.8% | +22.3% |
| 3M | +8.7% | +2.1% | +6.6% | +7.9% |
| 6M | -10.1% | -6.5% | -3.6% | -9.6% |
| YTD | -45.7% | +55.6% | -101.2% | -51.0% |
| 1Y | -45.1% | +42.3% | -87.4% | -49.6% |
| 3Y | -26.9% | +55.7% | -82.6% | -35.2% |
| 5Y | -40.0% | +122.4% | -162.4% | -52.0% |
| 10Y | +265.4% | +568.5% | -303.2% | +122.1% |
| All | +1,611.2% | +5,277.9% | -3,666.7% | +494.9% |
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 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