-29.9%
INTU vs CFG
+168.6%
-198.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +15.4% | +1.1% | +14.4% | +15.2% |
| 3M | +6.6% | -12.0% | +18.6% | +9.5% |
| 6M | -11.3% | -2.2% | -9.1% | -11.1% |
| YTD | -47.7% | +11.4% | -59.1% | -49.7% |
| 1Y | -47.0% | +27.8% | -74.9% | -51.2% |
| 3Y | -29.9% | +173.3% | -203.2% | -49.0% |
| All | -29.9% | +168.6% | -198.6% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling