+1,396.0%
INTU vs CMG
+3,807.8%
-2,411.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.4% |
| 7D | -4.1% | -0.6% | -3.5% | -4.0% |
| 30D | +12.8% | +15.9% | -3.0% | +8.0% |
| 3M | +2.1% | +7.8% | -5.6% | -0.4% |
| 6M | -11.5% | +7.7% | -19.1% | -14.5% |
| YTD | -47.9% | -4.9% | -43.0% | -48.1% |
| 1Y | -47.7% | +12.3% | -60.0% | -50.4% |
| 3Y | -34.0% | -17.1% | -16.9% | -33.6% |
| 5Y | -43.5% | -5.6% | -37.9% | -45.7% |
| 10Y | +231.1% | +342.9% | -111.8% | +112.4% |
| All | +1,396.0% | +3,807.8% | -2,411.7% | +449.2% |
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