-43.2%
INTU vs CRL
-12.1%
-31.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | +0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +10.1% | +11.9% | -1.8% | +5.2% |
| 3M | -4.2% | +20.2% | -24.3% | -10.9% |
| 6M | -7.2% | +107.5% | -114.8% | -28.7% |
| YTD | -47.7% | +69.4% | -117.1% | -57.3% |
| 1Y | -46.7% | +99.7% | -146.4% | -59.0% |
| 3Y | -34.1% | +98.8% | -132.8% | -53.9% |
| All | -43.2% | -12.1% | -31.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling