-33.6%
INTU vs CART
+38.4%
-72.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.8% |
| 7D | +0.1% | +3.0% | -2.8% | -0.3% |
| 30D | +15.4% | +28.6% | -13.1% | +10.8% |
| 3M | +6.6% | +29.1% | -22.5% | +2.3% |
| 6M | -11.3% | +44.7% | -56.0% | -16.2% |
| YTD | -47.7% | +29.2% | -76.9% | -50.3% |
| 1Y | -47.0% | +66.2% | -113.2% | -50.5% |
| 3Y | -29.9% | +112.8% | -142.7% | -37.1% |
| All | -33.6% | +38.4% | -72.0% | -40.8% |
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