+236.7%
INTU vs CLF
+74.2%
+162.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.8% |
| 7D | +0.1% | +10.4% | -10.3% | -1.2% |
| 30D | +10.1% | +0.6% | +9.5% | +9.3% |
| 3M | -4.2% | +4.1% | -8.3% | -5.7% |
| 6M | -7.2% | +15.1% | -22.3% | -10.9% |
| YTD | -47.7% | -4.7% | -42.9% | -49.1% |
| 1Y | -46.7% | +20.4% | -67.1% | -50.0% |
| 3Y | -34.1% | -23.4% | -10.7% | -37.5% |
| 5Y | -43.3% | -43.3% | 0.0% | -45.2% |
| All | +236.7% | +74.2% | +162.6% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling