-45.2%
INTU vs CL
+33.4%
-78.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.7% |
| 7D | +8.7% | +7.7% | +1.0% | +7.0% |
| 30D | +25.9% | +15.2% | +10.6% | +23.4% |
| 3M | +10.7% | +7.3% | +3.4% | +9.1% |
| 6M | -11.6% | +17.0% | -28.6% | -11.2% |
| YTD | -45.4% | +28.0% | -73.4% | -46.2% |
| 1Y | -45.2% | +32.1% | -77.3% | -46.2% |
| All | -45.2% | +33.4% | -78.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling