-41.7%
INTU vs CLX
-35.2%
-6.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.6% | -4.0% |
| 7D | -7.5% | -3.5% | -4.0% | -7.2% |
| 30D | -1.9% | -11.9% | +9.9% | -0.5% |
| 3M | +4.9% | -2.6% | +7.5% | +5.3% |
| 6M | -33.2% | -18.2% | -15.1% | -31.6% |
| YTD | -51.4% | -5.9% | -45.5% | -51.5% |
| 1Y | -52.0% | -23.8% | -28.1% | -50.4% |
| 3Y | -40.7% | -33.6% | -7.1% | -37.8% |
| 5Y | -41.7% | -35.7% | -6.0% | -42.1% |
| All | -41.7% | -35.2% | -6.6% | -42.1% |
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 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