+5.8%
CAT vs INTU
-47.2%
+53.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +6.9% |
| 7D | -2.4% | -3.9% | +1.5% | -3.4% |
| 30D | -25.0% | +11.7% | -36.7% | -22.4% |
| 3M | -28.7% | +4.5% | -33.2% | -27.1% |
| 6M | -33.0% | -13.9% | -19.1% | -32.1% |
| YTD | +5.4% | -48.2% | +53.6% | +6.0% |
| All | +5.8% | -47.2% | +53.0% | +6.2% |
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 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