+8.9%
CAT vs INTU
-46.5%
+55.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -4.2% |
| 7D | -17.1% | +8.7% | -25.8% | -15.0% |
| 30D | -30.1% | +25.9% | -56.0% | -25.3% |
| 3M | -32.4% | +10.7% | -43.1% | -29.7% |
| 6M | -32.1% | -11.6% | -20.5% | -30.5% |
| YTD | +4.1% | -45.4% | +49.5% | +6.3% |
| 1Y | +8.9% | -45.2% | +54.1% | +11.4% |
| All | +8.9% | -46.5% | +55.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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