+325.0%
INTU vs CFG
+396.4%
-71.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -7.1% | +1.5% | -8.6% | -7.5% |
| 30D | +1.5% | -3.8% | +5.3% | +2.5% |
| 3M | +10.7% | +11.5% | -0.8% | +6.8% |
| 6M | -23.8% | +19.2% | -43.0% | -28.4% |
| YTD | -49.3% | +23.7% | -73.0% | -53.1% |
| 1Y | -49.7% | +38.8% | -88.5% | -55.2% |
| 3Y | -38.0% | +178.9% | -216.9% | -56.8% |
| 5Y | -38.7% | +101.8% | -140.5% | -53.5% |
| 10Y | +221.3% | +317.3% | -95.9% | +70.3% |
| All | +325.0% | +396.4% | -71.4% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling