-27.2%
INTU vs CART
+111.7%
-138.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +7.1% | +1.2% | +6.0% | +6.9% |
| 30D | +23.0% | +27.1% | -4.1% | +17.8% |
| 3M | +8.7% | +27.4% | -18.7% | +4.2% |
| 6M | -10.1% | +32.1% | -42.2% | -14.5% |
| YTD | -45.7% | +28.5% | -74.2% | -48.6% |
| 1Y | -45.1% | +58.8% | -103.9% | -48.9% |
| All | -27.2% | +111.7% | -138.9% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling