-46.7%
INTU vs CART
+49.3%
-96.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | +10.1% | +19.2% | -9.1% | +2.1% |
| 3M | -4.2% | +17.6% | -21.7% | -10.8% |
| 6M | -7.2% | +47.4% | -54.6% | -21.5% |
| YTD | -47.7% | +30.9% | -78.6% | -55.2% |
| 1Y | -46.7% | +46.0% | -92.7% | -55.0% |
| All | -46.7% | +49.3% | -96.0% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling