+236.7%
INTU vs CSX
+415.8%
-179.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +0.1% | +6.0% | -5.9% | -2.7% |
| 30D | +10.1% | +7.8% | +2.3% | +6.2% |
| 3M | -4.2% | +4.1% | -8.3% | -6.1% |
| 6M | -7.2% | +17.9% | -25.1% | -14.6% |
| YTD | -47.7% | +44.9% | -92.6% | -57.2% |
| 1Y | -46.7% | +51.1% | -97.8% | -57.3% |
| 3Y | -34.1% | +78.3% | -112.3% | -52.6% |
| 5Y | -43.3% | +58.1% | -101.4% | -56.8% |
| All | +236.7% | +415.8% | -179.1% | +85.4% |
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