+3,734.0%
INTU vs CSGP
+3,520.0%
+214.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +2.2% |
| 7D | +8.7% | +18.3% | -9.6% | +3.2% |
| 30D | +25.9% | +17.8% | +8.1% | +19.2% |
| 3M | +10.7% | +9.3% | +1.5% | +7.4% |
| 6M | -11.6% | -7.9% | -3.7% | -9.8% |
| YTD | -45.4% | -51.5% | +6.1% | -32.9% |
| 1Y | -45.2% | -53.3% | +8.1% | -32.1% |
| 3Y | -26.5% | -57.9% | +31.4% | -7.8% |
| 5Y | -40.7% | -61.3% | +20.6% | -23.9% |
| 10Y | +267.2% | +77.5% | +189.7% | +217.7% |
| All | +3,734.0% | +3,520.0% | +214.0% | +1,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling