-38.5%
INTU vs CLS
+1,245.2%
-1,283.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.4% |
| 7D | -7.1% | +4.6% | -11.7% | -7.4% |
| 30D | +1.5% | -13.9% | +15.3% | +2.2% |
| 3M | +10.7% | -26.6% | +37.2% | +12.5% |
| 6M | -23.8% | +15.4% | -39.3% | -26.8% |
| YTD | -49.3% | +5.7% | -55.0% | -51.1% |
| 1Y | -49.7% | +41.1% | -90.8% | -54.1% |
| All | -38.5% | +1,245.2% | -1,283.6% | -68.0% |
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