+725.3%
CAT vs INTU
+247.3%
+478.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.7% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | -31.2% | +15.4% | -46.6% | -33.5% |
| 3M | -34.7% | +6.6% | -41.2% | -36.2% |
| 6M | -39.5% | -11.3% | -28.2% | -39.4% |
| YTD | -1.7% | -47.7% | +46.1% | +13.4% |
| 1Y | -1.1% | -47.0% | +45.9% | +13.5% |
| 3Y | +143.9% | -29.9% | +173.8% | +149.1% |
| 5Y | +194.8% | -42.2% | +237.0% | +209.1% |
| All | +725.3% | +247.3% | +478.0% | +339.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling