-46.9%
INTU vs CLF
+27.9%
-74.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.9% |
| 7D | -3.9% | +2.3% | -6.3% | -3.6% |
| 30D | +12.0% | +1.9% | +10.0% | +12.4% |
| 3M | +2.3% | +5.9% | -3.6% | +3.2% |
| 6M | -12.1% | +16.9% | -29.0% | -10.1% |
| YTD | -47.5% | -1.1% | -46.5% | -46.4% |
| 1Y | -46.9% | +28.8% | -75.7% | -45.8% |
| All | -46.9% | +27.9% | -74.8% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling