-21.6%
INTU vs CRBG
+117.3%
-138.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.4% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -3.9% | +2.6% | -6.6% | -4.8% |
| 3M | +16.6% | +24.0% | -7.4% | +8.5% |
| 6M | -26.4% | +50.5% | -77.0% | -36.4% |
| YTD | -51.0% | +17.1% | -68.1% | -54.0% |
| 1Y | -50.8% | +5.9% | -56.6% | -52.2% |
| 3Y | -40.1% | +122.7% | -162.8% | -58.5% |
| All | -21.6% | +117.3% | -138.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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