-34.1%
INTU vs CLS
+842.1%
-876.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.6% |
| 7D | +0.1% | +16.3% | -16.2% | -0.4% |
| 30D | +10.1% | -25.7% | +35.7% | +11.0% |
| 3M | -4.2% | -30.9% | +26.7% | -3.3% |
| 6M | -7.2% | -35.5% | +28.3% | -6.7% |
| YTD | -47.7% | -18.7% | -29.0% | -49.2% |
| 1Y | -46.7% | -17.9% | -28.8% | -48.6% |
| 3Y | -34.1% | +838.1% | -872.2% | -64.0% |
| All | -34.1% | +842.1% | -876.2% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling