+211.1%
INTU vs CRL
+241.6%
-30.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -3.1% |
| 7D | -7.5% | -0.6% | -7.0% | -7.3% |
| 30D | -1.9% | +5.0% | -6.9% | -3.9% |
| 3M | +4.9% | +50.6% | -45.7% | -12.1% |
| 6M | -33.2% | +60.9% | -94.1% | -46.4% |
| YTD | -51.4% | +40.7% | -92.1% | -58.8% |
| 1Y | -52.0% | +73.3% | -125.3% | -63.2% |
| 3Y | -40.7% | +40.6% | -81.2% | -54.4% |
| 5Y | -41.7% | -37.0% | -4.7% | -34.0% |
| 10Y | +211.1% | +244.3% | -33.2% | +52.8% |
| All | +211.1% | +241.6% | -30.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling