+14,280.5%
INTU vs CLX
+1,804.7%
+12,475.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.0% |
| 7D | -7.1% | -9.2% | +2.2% | -4.6% |
| 30D | +1.5% | -11.0% | +12.5% | +4.8% |
| 3M | +10.7% | +5.0% | +5.6% | +9.1% |
| 6M | -23.8% | -18.8% | -5.0% | -20.1% |
| YTD | -49.3% | -4.4% | -44.9% | -49.5% |
| 1Y | -49.7% | -21.9% | -27.8% | -47.0% |
| 3Y | -38.0% | -32.8% | -5.3% | -32.7% |
| 5Y | -38.7% | -34.6% | -4.2% | -34.5% |
| 10Y | +221.3% | -4.7% | +226.0% | +192.6% |
| All | +14,280.5% | +1,804.7% | +12,475.7% | +5,720.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling