-52.0%
INTU vs CLS
+33.9%
-85.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.6% | -9.8% | -3.7% |
| 7D | -7.5% | +12.8% | -20.3% | -6.7% |
| 30D | -1.9% | +3.8% | -5.8% | -1.5% |
| 3M | +4.9% | -14.6% | +19.5% | +4.8% |
| 6M | -33.2% | +32.2% | -65.5% | -32.2% |
| YTD | -51.4% | +11.6% | -63.0% | -50.3% |
| 1Y | -52.0% | +35.1% | -87.0% | -50.6% |
| All | -52.0% | +33.9% | -85.8% | -50.6% |
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