+233.5%
INTU vs CL
+83.5%
+150.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.9% | -0.8% | -3.2% | -3.6% |
| 30D | +12.0% | +9.5% | +2.4% | +7.9% |
| 3M | +2.3% | +6.8% | -4.5% | -0.3% |
| 6M | -12.1% | +14.3% | -26.4% | -16.8% |
| YTD | -47.5% | +26.3% | -73.8% | -53.0% |
| 1Y | -46.9% | +25.6% | -72.5% | -52.4% |
| 3Y | -33.5% | +38.5% | -71.9% | -45.2% |
| 5Y | -41.2% | +40.7% | -82.0% | -52.5% |
| 10Y | +233.5% | +83.1% | +150.4% | +136.5% |
| All | +233.5% | +83.5% | +150.0% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling