+243.1%
INTU vs CSX
+440.0%
-196.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.2% |
| 7D | +0.1% | -5.5% | +5.6% | +2.8% |
| 30D | +15.4% | +4.9% | +10.5% | +12.9% |
| 3M | +6.6% | -2.9% | +9.4% | +7.9% |
| 6M | -11.3% | +8.3% | -19.7% | -15.1% |
| YTD | -47.7% | +36.7% | -84.5% | -56.0% |
| 1Y | -47.0% | +41.5% | -88.5% | -56.2% |
| 3Y | -29.9% | +68.6% | -98.6% | -48.2% |
| 5Y | -42.2% | +48.4% | -90.7% | -54.6% |
| All | +243.1% | +440.0% | -196.8% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling