+235.3%
INTU vs CL
+76.2%
+159.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | -3.9% | +0.5% | -4.5% | -4.1% |
| 30D | +11.7% | +11.6% | +0.1% | +6.9% |
| 3M | +4.5% | +5.6% | -1.1% | +2.2% |
| 6M | -13.9% | +13.2% | -27.0% | -18.1% |
| YTD | -48.2% | +26.9% | -75.1% | -53.7% |
| 1Y | -47.1% | +27.3% | -74.5% | -52.9% |
| 3Y | -32.5% | +39.7% | -72.2% | -44.5% |
| 5Y | -42.6% | +41.3% | -83.9% | -53.6% |
| 10Y | +235.3% | +76.3% | +159.0% | +141.5% |
| All | +235.3% | +76.2% | +159.1% | +141.5% |
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