-41.7%
INTU vs CARR
-0.1%
-41.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -9.2% | -4.1% | -5.0% | -8.8% |
| 30D | -7.0% | -11.0% | +3.9% | -6.0% |
| 3M | +10.5% | -16.4% | +26.9% | +12.0% |
| 6M | -30.6% | -2.4% | -28.2% | -31.9% |
| YTD | -52.3% | +8.4% | -60.8% | -55.0% |
| 1Y | -51.8% | -8.0% | -43.8% | -52.4% |
| All | -41.7% | -0.1% | -41.6% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling