-42.6%
INTU vs CLBK
+41.8%
-84.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -8.5% | -1.5% | -7.0% | -8.2% |
| 30D | -6.1% | +6.7% | -12.8% | -7.3% |
| 3M | +7.3% | +21.2% | -13.8% | +3.5% |
| 6M | -33.2% | +42.0% | -75.2% | -37.6% |
| YTD | -52.2% | +63.3% | -115.4% | -56.5% |
| 1Y | -52.7% | +65.4% | -118.1% | -57.2% |
| 3Y | -41.6% | +52.5% | -94.1% | -47.2% |
| 5Y | -42.6% | +42.0% | -84.6% | -47.7% |
| All | -42.6% | +41.8% | -84.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling