+3,627.2%
INTU vs CLS
+3,265.4%
+361.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -7.1% | +4.6% | -11.7% | -8.2% |
| 30D | +1.5% | -13.9% | +15.3% | +4.0% |
| 3M | +10.7% | -26.6% | +37.2% | +15.3% |
| 6M | -23.8% | +15.4% | -39.3% | -30.6% |
| YTD | -49.3% | +5.7% | -55.0% | -53.5% |
| 1Y | -49.7% | +41.1% | -90.8% | -58.1% |
| 3Y | -38.0% | +1,228.6% | -1,266.6% | -73.5% |
| 5Y | -38.7% | +3,240.6% | -3,279.4% | -79.7% |
| 10Y | +221.3% | +2,760.3% | -2,539.0% | +1.0% |
| All | +3,627.2% | +3,265.4% | +361.8% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling