-29.9%
INTU vs CRL
+86.4%
-116.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.8% | -11.6% | -5.1% |
| 7D | +0.1% | -6.1% | +6.2% | +1.0% |
| 30D | +15.4% | +12.4% | +3.0% | +12.1% |
| 3M | +6.6% | +27.1% | -20.5% | +0.6% |
| 6M | -11.3% | +85.7% | -97.0% | -23.3% |
| YTD | -47.7% | +69.2% | -116.9% | -54.0% |
| 1Y | -47.0% | +97.5% | -144.5% | -55.0% |
| 3Y | -29.9% | +86.1% | -116.0% | -41.5% |
| All | -29.9% | +86.4% | -116.3% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling