+96.0%
INTU vs CLBK
+67.9%
+28.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | +1.2% | -8.3% | -7.4% |
| 30D | +1.5% | +9.1% | -7.7% | -1.0% |
| 3M | +10.7% | +27.7% | -17.0% | +3.3% |
| 6M | -23.8% | +40.8% | -64.7% | -31.1% |
| YTD | -49.3% | +66.4% | -115.7% | -56.4% |
| 1Y | -49.7% | +72.4% | -122.0% | -57.3% |
| 3Y | -38.0% | +50.7% | -88.7% | -46.7% |
| 5Y | -38.7% | +42.9% | -81.7% | -49.1% |
| All | +96.0% | +67.9% | +28.1% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling