-32.5%
INTU vs CL
+39.1%
-71.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -3.9% | +0.5% | -4.5% | -4.0% |
| 30D | +11.7% | +11.6% | +0.1% | +10.3% |
| 3M | +4.5% | +5.6% | -1.1% | +3.6% |
| 6M | -13.9% | +13.2% | -27.0% | -14.5% |
| YTD | -48.2% | +26.9% | -75.1% | -49.3% |
| 1Y | -47.1% | +27.3% | -74.5% | -48.2% |
| 3Y | -32.5% | +39.7% | -72.2% | -39.3% |
| All | -32.5% | +39.1% | -71.6% | -39.3% |
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