+15,309.0%
INTU vs CLF
+385.4%
+14,923.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.2% | +11.7% | +1.1% |
| 7D | +7.1% | -21.0% | +28.1% | +10.2% |
| 30D | +23.0% | -8.0% | +31.0% | +23.5% |
| 3M | +8.7% | -10.9% | +19.6% | +9.2% |
| 6M | -10.1% | +5.8% | -15.9% | -12.9% |
| YTD | -45.7% | -15.1% | -30.5% | -46.4% |
| 1Y | -45.1% | +7.2% | -52.3% | -47.7% |
| 3Y | -26.9% | -34.2% | +7.3% | -29.3% |
| 5Y | -40.0% | -49.6% | +9.6% | -41.2% |
| 10Y | +265.4% | +109.9% | +155.5% | +161.7% |
| All | +15,309.0% | +385.4% | +14,923.6% | +4,640.0% |
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