-42.6%
INTU vs CMG
-5.7%
-37.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -0.5% |
| 7D | -8.5% | -6.5% | -2.0% | -5.9% |
| 30D | -6.1% | +12.1% | -18.2% | -10.5% |
| 3M | +7.3% | +20.6% | -13.2% | -2.8% |
| 6M | -33.2% | +2.1% | -35.3% | -35.1% |
| YTD | -52.2% | -2.6% | -49.5% | -52.7% |
| 1Y | -52.7% | -8.7% | -44.0% | -52.6% |
| 3Y | -41.6% | -7.4% | -34.2% | -48.6% |
| 5Y | -42.6% | -5.7% | -37.0% | -52.6% |
| All | -42.6% | -5.7% | -37.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling