-41.2%
INTU vs CLF
-41.3%
+0.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | -3.9% | +2.3% | -6.3% | -4.3% |
| 30D | +12.0% | +1.9% | +10.0% | +11.1% |
| 3M | +2.3% | +5.9% | -3.6% | +0.8% |
| 6M | -12.1% | +16.9% | -29.0% | -15.4% |
| YTD | -47.5% | -1.1% | -46.5% | -49.0% |
| 1Y | -46.9% | +28.8% | -75.7% | -50.6% |
| 3Y | -33.5% | -20.6% | -12.9% | -36.4% |
| 5Y | -41.2% | -41.5% | +0.3% | -41.5% |
| All | -41.2% | -41.3% | +0.1% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling