+712.5%
CAT vs INTU
+251.7%
+460.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.4% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | -25.0% | +11.7% | -36.7% | -27.0% |
| 3M | -28.7% | +4.5% | -33.2% | -30.1% |
| 6M | -33.0% | -13.9% | -19.1% | -32.3% |
| YTD | +5.4% | -48.2% | +53.6% | +21.8% |
| 1Y | +7.3% | -47.1% | +54.4% | +23.0% |
| 3Y | +166.0% | -32.5% | +198.5% | +175.0% |
| 5Y | +210.1% | -42.6% | +252.7% | +225.2% |
| 10Y | +712.5% | +235.3% | +477.2% | +341.5% |
| All | +712.5% | +251.7% | +460.9% | +341.5% |
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