-42.8%
INTU vs CARR
+6.4%
-49.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -9.2% | -4.1% | -5.0% | -7.9% |
| 30D | -7.0% | -11.0% | +3.9% | -3.5% |
| 3M | +10.5% | -16.4% | +26.9% | +16.0% |
| 6M | -30.6% | -2.4% | -28.2% | -32.8% |
| YTD | -52.3% | +8.4% | -60.8% | -56.7% |
| 1Y | -51.8% | -8.0% | -43.8% | -52.8% |
| 3Y | -41.8% | +0.6% | -42.4% | -49.9% |
| 5Y | -42.8% | +7.7% | -50.6% | -56.3% |
| All | -42.8% | +6.4% | -49.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling