-42.2%
INTU vs CLS
+1,775.5%
-1,817.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.8% |
| 7D | +0.1% | -22.2% | +22.3% | +2.6% |
| 30D | +15.4% | -44.4% | +59.8% | +22.3% |
| 3M | +6.6% | -34.3% | +40.9% | +9.8% |
| 6M | -11.3% | -50.1% | +38.8% | -6.6% |
| YTD | -47.7% | -30.1% | -17.6% | -49.3% |
| 1Y | -47.0% | -39.3% | -7.7% | -47.7% |
| 3Y | -29.9% | +732.7% | -762.6% | -73.2% |
| All | -42.2% | +1,775.5% | -1,817.7% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling