+54.7%
INTU vs CARR
+436.5%
-381.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -7.5% | +3.2% | -10.8% | -8.2% |
| 30D | -1.9% | -7.7% | +5.7% | -0.1% |
| 3M | +4.9% | -11.9% | +16.8% | +7.2% |
| 6M | -33.2% | +2.0% | -35.2% | -35.1% |
| YTD | -51.4% | +13.2% | -64.6% | -54.6% |
| 1Y | -52.0% | -8.5% | -43.5% | -52.3% |
| 3Y | -40.7% | +5.0% | -45.6% | -45.0% |
| 5Y | -41.7% | +12.0% | -53.7% | -49.8% |
| All | +54.7% | +436.5% | -381.7% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling