-41.2%
INTU vs CLX
-22.3%
-18.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.9% | +7.8% | -11.7% | -4.9% |
| 30D | +12.0% | +28.5% | -16.5% | +8.2% |
| 3M | +2.3% | +1.3% | +1.0% | +1.5% |
| 6M | -12.1% | +23.4% | -35.5% | -14.6% |
| YTD | -47.5% | +11.4% | -58.9% | -49.0% |
| 1Y | -46.9% | +6.9% | -53.8% | -48.0% |
| 3Y | -33.5% | -9.8% | -23.7% | -33.6% |
| 5Y | -41.2% | -22.7% | -18.6% | -42.3% |
| All | -41.2% | -22.3% | -18.9% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling