-32.5%
INTU vs CSX
+73.0%
-105.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.6% |
| 7D | -3.9% | -2.2% | -1.7% | -3.4% |
| 30D | +11.7% | +6.8% | +4.9% | +10.2% |
| 3M | +4.5% | +0.7% | +3.8% | +4.3% |
| 6M | -13.9% | +13.3% | -27.1% | -16.2% |
| YTD | -48.2% | +40.5% | -88.7% | -53.5% |
| 1Y | -47.1% | +44.7% | -91.8% | -53.1% |
| 3Y | -32.5% | +74.5% | -107.0% | -44.4% |
| All | -32.5% | +73.0% | -105.4% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling