+235.2%
INTU vs CLS
+2,031.1%
-1,795.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.4% |
| 7D | -4.1% | +23.5% | -27.7% | -7.2% |
| 30D | +12.8% | -28.9% | +41.8% | +17.6% |
| 3M | +2.1% | -25.2% | +27.3% | +4.6% |
| 6M | -11.5% | -32.1% | +20.6% | -9.9% |
| YTD | -47.9% | -14.1% | -33.9% | -50.9% |
| 1Y | -47.7% | -24.1% | -23.6% | -49.9% |
| 3Y | -34.0% | +897.0% | -930.9% | -71.3% |
| 5Y | -43.5% | +2,089.9% | -2,133.5% | -81.1% |
| All | +235.2% | +2,031.1% | -1,795.9% | -9.7% |
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