-33.8%
INTU vs CART
+39.2%
-73.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +12.4% | +22.4% | -10.0% | +8.7% |
| 3M | +2.3% | +15.6% | -13.4% | -0.2% |
| 6M | -13.3% | +44.9% | -58.2% | -18.0% |
| YTD | -47.9% | +30.0% | -77.9% | -50.5% |
| 1Y | -47.2% | +56.6% | -103.8% | -50.5% |
| 3Y | -33.9% | +131.9% | -165.8% | -40.9% |
| All | -33.8% | +39.2% | -73.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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