-40.0%
INTU vs CSGP
-62.1%
+22.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +7.1% | +13.9% | -6.8% | +0.1% |
| 30D | +23.0% | +16.0% | +7.0% | +12.6% |
| 3M | +8.7% | +6.1% | +2.6% | +4.2% |
| 6M | -10.1% | -8.2% | -1.9% | -7.6% |
| YTD | -45.7% | -52.3% | +6.7% | -23.3% |
| 1Y | -45.1% | -54.5% | +9.4% | -20.8% |
| 3Y | -26.9% | -58.6% | +31.7% | +4.1% |
| 5Y | -40.0% | -61.5% | +21.5% | -8.4% |
| All | -40.0% | -62.1% | +22.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling