+235.3%
INTU vs CLS
+1,765.4%
-1,530.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.9% | -8.8% | -2.1% |
| 7D | -3.9% | -10.6% | +6.6% | -2.7% |
| 30D | +11.7% | -38.4% | +50.2% | +19.0% |
| 3M | +4.5% | -29.9% | +34.3% | +7.9% |
| 6M | -13.9% | -40.6% | +26.8% | -10.5% |
| YTD | -48.2% | -24.6% | -23.6% | -50.2% |
| 1Y | -47.1% | -30.8% | -16.3% | -48.8% |
| 3Y | -32.5% | +811.7% | -844.2% | -70.4% |
| 5Y | -42.6% | +1,838.4% | -1,881.0% | -80.4% |
| 10Y | +235.3% | +1,751.5% | -1,516.2% | -7.8% |
| All | +235.3% | +1,765.4% | -1,530.1% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling