-38.4%
INTU vs CCL
+5.2%
-43.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | -5.0% | -2.0% | -5.9% |
| 30D | +1.5% | -20.3% | +21.8% | +7.0% |
| 3M | +10.7% | -15.1% | +25.8% | +14.6% |
| 6M | -23.8% | -15.1% | -8.7% | -22.2% |
| YTD | -49.3% | -21.8% | -27.5% | -47.5% |
| 1Y | -49.7% | -24.8% | -24.9% | -47.6% |
| 3Y | -38.0% | +51.9% | -89.9% | -49.5% |
| All | -38.4% | +5.2% | -43.7% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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