+235.2%
INTU vs CSGP
+61.2%
+174.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | -4.1% | -6.1% | +1.9% | -0.9% |
| 30D | +12.8% | +0.3% | +12.5% | +11.5% |
| 3M | +2.1% | -1.3% | +3.4% | +1.6% |
| 6M | -11.5% | -8.9% | -2.5% | -8.4% |
| YTD | -47.9% | -55.2% | +7.3% | -22.8% |
| 1Y | -47.7% | -56.4% | +8.7% | -21.5% |
| 3Y | -34.0% | -62.2% | +28.3% | +1.5% |
| 5Y | -43.5% | -63.7% | +20.1% | -13.6% |
| All | +235.2% | +61.2% | +174.0% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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