-46.9%
INTU vs CLBK
+62.9%
-109.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.9% | +2.2% | -6.1% | -4.2% |
| 30D | +12.0% | +5.0% | +7.0% | +11.1% |
| 3M | +2.3% | +3.3% | -0.9% | +1.8% |
| 6M | -12.1% | +29.6% | -41.7% | -14.5% |
| YTD | -47.5% | +62.1% | -109.7% | -49.5% |
| 1Y | -46.9% | +64.3% | -111.2% | -49.9% |
| All | -46.9% | +62.9% | -109.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling