+6.5%
CAT vs INTU
-47.4%
+53.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.4% |
| 7D | +9.3% | -4.1% | +13.5% | +8.1% |
| 30D | -21.5% | +12.8% | -34.3% | -18.5% |
| 3M | -29.1% | +2.1% | -31.2% | -27.9% |
| 6M | -33.4% | -11.5% | -21.9% | -32.0% |
| YTD | +6.6% | -47.9% | +54.5% | +7.2% |
| 1Y | +6.5% | -47.7% | +54.2% | +7.3% |
| All | +6.5% | -47.4% | +53.9% | +7.3% |
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