+674.0%
CAT vs INTU
+236.7%
+437.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.5% |
| 7D | -6.3% | -1.2% | -5.1% | -6.2% |
| 30D | -26.8% | +12.4% | -39.2% | -28.9% |
| 3M | -30.0% | +2.3% | -32.3% | -31.1% |
| 6M | -34.6% | -13.3% | -21.3% | -34.0% |
| YTD | +2.9% | -47.9% | +50.8% | +18.7% |
| 1Y | +3.3% | -47.2% | +50.4% | +18.5% |
| 3Y | +153.7% | -33.9% | +187.6% | +164.3% |
| 5Y | +207.3% | -41.3% | +248.6% | +219.9% |
| 10Y | +674.0% | +237.9% | +436.1% | +316.6% |
| All | +674.0% | +236.7% | +437.3% | +316.6% |
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