+243.1%
INTU vs CLF
+104.8%
+138.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -4.0% |
| 7D | +0.1% | -19.6% | +19.7% | +2.5% |
| 30D | +15.4% | -5.0% | +20.4% | +15.3% |
| 3M | +6.6% | -6.3% | +12.9% | +6.3% |
| 6M | -11.3% | +2.8% | -14.1% | -13.7% |
| YTD | -47.7% | -13.7% | -34.0% | -48.5% |
| 1Y | -47.0% | +13.6% | -60.6% | -50.0% |
| 3Y | -29.9% | -34.0% | +4.1% | -32.2% |
| 5Y | -42.2% | -48.7% | +6.5% | -43.5% |
| All | +243.1% | +104.8% | +138.3% | +155.8% |
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