+237.9%
INTU vs CFG
+230.2%
+7.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | +12.4% | +2.8% | +9.7% | +11.5% |
| 3M | +2.3% | -10.1% | +12.4% | +5.4% |
| 6M | -13.3% | +3.2% | -16.5% | -14.5% |
| YTD | -47.9% | +14.2% | -62.1% | -50.6% |
| 1Y | -47.2% | +27.4% | -74.6% | -51.6% |
| 3Y | -33.9% | +187.6% | -221.5% | -54.1% |
| 5Y | -41.3% | +65.7% | -107.0% | -52.7% |
| 10Y | +237.9% | +219.7% | +18.2% | +119.3% |
| All | +237.9% | +230.2% | +7.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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