+15,309.0%
INTU vs CSX
+4,671.4%
+10,637.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | +7.1% | -2.7% | +9.8% | +8.2% |
| 30D | +23.0% | +7.0% | +16.0% | +20.0% |
| 3M | +8.7% | -0.3% | +9.0% | +8.8% |
| 6M | -10.1% | +13.5% | -23.6% | -14.6% |
| YTD | -45.7% | +41.5% | -87.2% | -52.9% |
| 1Y | -45.1% | +45.8% | -90.9% | -52.9% |
| 3Y | -26.9% | +74.4% | -101.3% | -42.1% |
| 5Y | -40.0% | +53.6% | -93.6% | -50.0% |
| 10Y | +265.4% | +465.6% | -200.2% | +88.5% |
| All | +15,309.0% | +4,671.4% | +10,637.6% | +2,941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling