+56.0%
INTU vs CARR
+421.5%
-365.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.5% |
| 7D | -3.3% | -3.8% | +0.4% | -2.5% |
| 30D | -3.9% | -8.9% | +5.0% | -1.8% |
| 3M | +16.6% | -17.3% | +34.0% | +21.2% |
| 6M | -26.4% | -1.4% | -25.0% | -27.9% |
| YTD | -51.0% | +10.0% | -61.0% | -53.9% |
| 1Y | -50.8% | -6.4% | -44.4% | -51.5% |
| 3Y | -40.1% | +1.5% | -41.6% | -44.0% |
| 5Y | -41.2% | +9.3% | -50.5% | -49.1% |
| All | +56.0% | +421.5% | -365.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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