+1,956.7%
INTU vs CRL
+1,379.5%
+577.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.9% |
| 7D | -7.1% | -1.0% | -6.1% | -6.8% |
| 30D | +1.5% | +10.7% | -9.2% | -1.8% |
| 3M | +10.7% | +55.3% | -44.6% | -4.3% |
| 6M | -23.8% | +60.7% | -84.5% | -35.6% |
| YTD | -49.3% | +44.6% | -93.9% | -55.7% |
| 1Y | -49.7% | +77.7% | -127.4% | -59.1% |
| 3Y | -38.0% | +37.6% | -75.6% | -48.5% |
| 5Y | -38.7% | -35.8% | -2.9% | -36.4% |
| 10Y | +221.3% | +241.7% | -20.4% | +103.9% |
| All | +1,956.7% | +1,379.5% | +577.2% | +879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling