+14,280.4%
INTU vs CLF
+438.4%
+13,842.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.6% |
| 7D | -7.1% | +7.6% | -14.7% | -8.0% |
| 30D | +1.5% | -1.2% | +2.6% | +1.4% |
| 3M | +10.7% | -13.4% | +24.0% | +11.7% |
| 6M | -23.8% | +15.4% | -39.3% | -26.7% |
| YTD | -49.3% | -5.9% | -43.4% | -50.3% |
| 1Y | -49.7% | +18.8% | -68.5% | -52.8% |
| 3Y | -38.0% | -19.4% | -18.6% | -41.3% |
| 5Y | -38.7% | -47.7% | +9.0% | -40.0% |
| 10Y | +221.3% | +130.4% | +91.0% | +128.2% |
| All | +14,280.4% | +438.4% | +13,842.1% | +4,302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling