-42.2%
INTU vs CL
+39.7%
-81.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +15.4% | +11.4% | +4.1% | +12.7% |
| 3M | +6.6% | +4.4% | +2.2% | +5.5% |
| 6M | -11.3% | +10.8% | -22.1% | -13.1% |
| YTD | -47.7% | +25.1% | -72.8% | -50.6% |
| 1Y | -47.0% | +28.0% | -75.0% | -50.3% |
| 3Y | -29.9% | +37.6% | -67.5% | -38.9% |
| All | -42.2% | +39.7% | -81.9% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling