-38.1%
INTU vs CL
+30.5%
-68.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -7.1% | -2.2% | -4.9% | -6.9% |
| 30D | +1.5% | -4.8% | +6.3% | +1.9% |
| 3M | +10.7% | +4.9% | +5.8% | +11.2% |
| 6M | -23.8% | -5.7% | -18.1% | -23.3% |
| YTD | -49.3% | +14.4% | -63.7% | -49.8% |
| 1Y | -49.7% | +8.7% | -58.4% | -49.8% |
| All | -38.1% | +30.5% | -68.6% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling