-51.8%
INTU vs CMG
-8.2%
-43.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -9.2% | -3.8% | -5.3% | -8.6% |
| 30D | -7.0% | +12.9% | -19.9% | -8.6% |
| 3M | +10.5% | +18.8% | -8.2% | +6.7% |
| 6M | -30.6% | +4.1% | -34.6% | -31.5% |
| YTD | -52.3% | -2.4% | -50.0% | -52.5% |
| 1Y | -51.8% | -6.7% | -45.1% | -52.6% |
| All | -51.8% | -8.2% | -43.6% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling