+15,309.0%
INTU vs CL
+2,405.4%
+12,903.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.1% | +5.9% | +1.2% | +4.8% |
| 30D | +23.0% | +13.8% | +9.3% | +17.1% |
| 3M | +8.7% | +6.4% | +2.3% | +6.2% |
| 6M | -10.1% | +15.6% | -25.7% | -15.1% |
| YTD | -45.7% | +27.9% | -73.6% | -51.1% |
| 1Y | -45.1% | +31.4% | -76.5% | -51.2% |
| 3Y | -26.9% | +41.4% | -68.3% | -38.0% |
| 5Y | -40.0% | +42.8% | -82.7% | -49.7% |
| 10Y | +265.4% | +79.7% | +185.7% | +176.4% |
| All | +15,309.0% | +2,405.4% | +12,903.6% | +3,972.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling