+235.3%
INTU vs CSX
+436.1%
-200.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -2.2% |
| 7D | -3.9% | -2.2% | -1.7% | -2.9% |
| 30D | +11.7% | +6.8% | +4.9% | +8.3% |
| 3M | +4.5% | +0.7% | +3.8% | +4.0% |
| 6M | -13.9% | +13.3% | -27.1% | -19.2% |
| YTD | -48.2% | +40.5% | -88.7% | -57.0% |
| 1Y | -47.1% | +44.7% | -91.8% | -56.8% |
| 3Y | -32.5% | +74.5% | -107.0% | -51.0% |
| 5Y | -42.6% | +52.0% | -94.6% | -55.4% |
| 10Y | +235.3% | +412.6% | -177.4% | +89.1% |
| All | +235.3% | +436.1% | -200.8% | +89.1% |
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