-42.2%
INTU vs CSGP
-63.4%
+21.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.7% | +0.9% | -1.3% |
| 7D | +0.1% | +1.3% | -1.1% | -0.5% |
| 30D | +15.4% | +10.7% | +4.7% | +8.2% |
| 3M | +6.6% | +3.3% | +3.3% | +3.6% |
| 6M | -11.3% | -10.3% | -1.0% | -7.6% |
| YTD | -47.7% | -54.6% | +6.8% | -24.3% |
| 1Y | -47.0% | -54.6% | +7.6% | -23.4% |
| 3Y | -29.9% | -60.3% | +30.4% | +1.9% |
| All | -42.2% | -63.4% | +21.2% | -9.5% |
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 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