+211.1%
INTU vs CLS
+2,932.8%
-2,721.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.8% | -5.1% |
| 7D | -7.5% | +12.8% | -20.3% | -9.6% |
| 30D | -1.9% | +3.8% | -5.8% | -3.1% |
| 3M | +4.9% | -14.6% | +19.5% | +5.7% |
| 6M | -33.2% | +32.2% | -65.5% | -39.8% |
| YTD | -51.4% | +11.6% | -63.0% | -55.2% |
| 1Y | -52.0% | +35.1% | -87.0% | -58.6% |
| 3Y | -40.7% | +1,312.5% | -1,353.2% | -75.5% |
| 5Y | -41.7% | +3,542.1% | -3,583.8% | -82.0% |
| 10Y | +211.1% | +2,944.0% | -2,732.9% | -18.0% |
| All | +211.1% | +2,932.8% | -2,721.7% | -18.0% |
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