-38.4%
INTU vs CSX
+65.9%
-104.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.8% |
| 7D | -7.1% | -3.4% | -3.7% | -5.6% |
| 30D | +1.5% | -3.1% | +4.5% | +2.9% |
| 3M | +10.7% | +7.2% | +3.5% | +6.8% |
| 6M | -23.8% | +16.2% | -40.0% | -30.3% |
| YTD | -49.3% | +37.5% | -86.9% | -58.1% |
| 1Y | -49.7% | +53.2% | -102.9% | -61.1% |
| 3Y | -38.0% | +68.2% | -106.3% | -57.0% |
| All | -38.4% | +65.9% | -104.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling