-45.2%
INTU vs CLX
-6.5%
-38.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.3% | +3.1% |
| 7D | +8.7% | +14.2% | -5.5% | +8.0% |
| 30D | +25.9% | +22.7% | +3.2% | +25.0% |
| 3M | +10.7% | -2.8% | +13.5% | +8.4% |
| 6M | -11.6% | +17.7% | -29.3% | -9.3% |
| YTD | -45.4% | +3.3% | -48.7% | -48.4% |
| 1Y | -45.2% | -5.6% | -39.6% | -47.1% |
| All | -45.2% | -6.5% | -38.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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