-38.4%
INTU vs CSGP
-64.7%
+26.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.1% |
| 7D | -7.1% | -4.1% | -3.0% | -5.1% |
| 30D | +1.5% | +2.3% | -0.9% | +0.1% |
| 3M | +10.7% | -8.2% | +18.8% | +14.8% |
| 6M | -23.8% | -35.1% | +11.2% | -6.1% |
| YTD | -49.3% | -54.0% | +4.7% | -26.7% |
| 1Y | -49.7% | -65.3% | +15.7% | -16.5% |
| 3Y | -38.0% | -62.6% | +24.5% | -5.9% |
| All | -38.4% | -64.7% | +26.3% | -17.8% |
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