+1,402.8%
INTU vs CMG
+3,820.0%
-2,417.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | +10.1% | +15.6% | -5.5% | +5.4% |
| 3M | -4.2% | +8.2% | -12.4% | -6.7% |
| 6M | -7.2% | +9.9% | -17.1% | -10.9% |
| YTD | -47.7% | -4.6% | -43.0% | -47.9% |
| 1Y | -46.7% | +12.4% | -59.1% | -49.5% |
| 3Y | -34.1% | -18.0% | -16.1% | -33.5% |
| 5Y | -43.3% | -5.3% | -38.0% | -45.5% |
| 10Y | +232.6% | +344.2% | -111.7% | +113.2% |
| All | +1,402.8% | +3,820.0% | -2,417.2% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling