-30.7%
INTU vs CART
+41.0%
-71.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | +8.7% | +1.4% | +7.3% | +8.4% |
| 30D | +25.9% | +29.7% | -3.8% | +20.6% |
| 3M | +10.7% | +29.7% | -19.0% | +6.2% |
| 6M | -11.6% | +36.8% | -48.4% | -15.9% |
| YTD | -45.4% | +31.7% | -77.1% | -48.3% |
| 1Y | -45.2% | +62.4% | -107.6% | -48.9% |
| 3Y | -26.5% | +120.1% | -146.6% | -34.3% |
| All | -30.7% | +41.0% | -71.7% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling