+688.6%
CAT vs INTU
+232.2%
+456.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | +7.4% | +0.1% | +7.4% | +7.4% |
| 30D | -19.7% | +10.1% | -29.7% | -21.6% |
| 3M | -29.6% | -4.2% | -25.4% | -29.6% |
| 6M | -33.2% | -7.2% | -26.0% | -33.8% |
| YTD | +5.7% | -47.7% | +53.4% | +21.8% |
| 1Y | +9.3% | -46.7% | +56.0% | +25.2% |
| 3Y | +158.3% | -34.1% | +192.4% | +169.5% |
| 5Y | +211.6% | -43.3% | +254.9% | +229.3% |
| All | +688.6% | +232.2% | +456.4% | +314.9% |
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