-38.5%
INTU vs CRL
+42.4%
-80.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.0% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | +1.5% | +10.7% | -9.2% | -0.8% |
| 3M | +10.7% | +55.3% | -44.6% | 0.0% |
| 6M | -23.8% | +60.7% | -84.5% | -32.0% |
| YTD | -49.3% | +44.6% | -93.9% | -53.7% |
| 1Y | -49.7% | +77.7% | -127.4% | -56.2% |
| All | -38.5% | +42.4% | -80.9% | -45.7% |
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