+237.9%
INTU vs CLF
+82.3%
+155.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.1% |
| 7D | -1.2% | -9.1% | +7.8% | -0.4% |
| 30D | +12.4% | -0.9% | +13.4% | +11.8% |
| 3M | +2.3% | +3.0% | -0.7% | +0.9% |
| 6M | -13.3% | +16.7% | -30.0% | -16.9% |
| YTD | -47.9% | -3.2% | -44.7% | -49.4% |
| 1Y | -47.2% | +24.6% | -71.8% | -50.6% |
| 3Y | -33.9% | -22.3% | -11.6% | -37.4% |
| 5Y | -41.3% | -41.2% | -0.1% | -43.6% |
| 10Y | +237.9% | +83.5% | +154.4% | +148.5% |
| All | +237.9% | +82.3% | +155.6% | +148.5% |
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