+236.7%
INTU vs CMG
+342.6%
-105.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.9% |
| 30D | +10.1% | +15.6% | -5.5% | +4.1% |
| 3M | -4.2% | +8.2% | -12.4% | -7.4% |
| 6M | -7.2% | +9.9% | -17.1% | -12.1% |
| YTD | -47.7% | -4.6% | -43.0% | -48.0% |
| 1Y | -46.7% | +12.4% | -59.1% | -50.4% |
| 3Y | -34.1% | -18.0% | -16.1% | -34.1% |
| 5Y | -43.3% | -5.3% | -38.0% | -48.1% |
| All | +236.7% | +342.6% | -105.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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