-27.2%
INTU vs CL
+41.3%
-68.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.1% | +5.9% | +1.2% | +6.2% |
| 30D | +23.0% | +13.8% | +9.3% | +21.2% |
| 3M | +8.7% | +6.4% | +2.3% | +7.7% |
| 6M | -10.1% | +15.6% | -25.7% | -10.9% |
| YTD | -45.7% | +27.9% | -73.6% | -46.9% |
| 1Y | -45.1% | +31.4% | -76.5% | -46.4% |
| All | -27.2% | +41.3% | -68.5% | -34.5% |
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 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