+3,460.1%
INTU vs CSGP
+3,334.4%
+125.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.6% |
| 7D | -7.1% | -4.1% | -3.0% | -5.9% |
| 30D | +1.5% | +2.3% | -0.9% | +0.8% |
| 3M | +10.7% | -8.2% | +18.8% | +13.3% |
| 6M | -23.8% | -35.1% | +11.2% | -13.3% |
| YTD | -49.3% | -54.0% | +4.7% | -36.5% |
| 1Y | -49.7% | -65.3% | +15.7% | -31.6% |
| 3Y | -38.0% | -62.6% | +24.5% | -19.2% |
| 5Y | -38.7% | -64.8% | +26.1% | -19.0% |
| 10Y | +221.3% | +45.1% | +176.3% | +193.8% |
| All | +3,460.1% | +3,334.4% | +125.6% | +1,229.4% |
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 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