+235.3%
INTU vs CLF
+92.7%
+142.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.0% | -7.9% | -1.8% |
| 7D | -3.9% | -14.1% | +10.1% | -2.4% |
| 30D | +11.7% | -5.5% | +17.3% | +11.7% |
| 3M | +4.5% | 0.0% | +4.5% | +3.4% |
| 6M | -13.9% | +11.3% | -25.1% | -16.9% |
| YTD | -48.2% | -7.7% | -40.5% | -49.4% |
| 1Y | -47.1% | +17.5% | -64.7% | -50.3% |
| 3Y | -32.5% | -25.4% | -7.1% | -35.8% |
| 5Y | -42.6% | -46.0% | +3.4% | -44.1% |
| 10Y | +235.3% | +80.1% | +155.2% | +149.3% |
| All | +235.3% | +92.7% | +142.6% | +149.3% |
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