-45.2%
INTU vs CLS
-28.7%
-16.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.5% | +2.4% |
| 7D | +8.7% | -21.1% | +29.8% | +6.0% |
| 30D | +25.9% | -38.2% | +64.1% | +20.4% |
| 3M | +10.7% | -36.3% | +47.0% | +6.7% |
| 6M | -11.6% | -43.8% | +32.2% | -14.6% |
| YTD | -45.4% | -20.0% | -25.4% | -45.6% |
| 1Y | -45.2% | -29.6% | -15.6% | -45.3% |
| All | -45.2% | -28.7% | -16.5% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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