+201.5%
CAT vs INTU
-37.9%
+239.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | +1.7% | -7.1% | +8.8% | +1.7% |
| 30D | -6.6% | +1.5% | -8.0% | -6.6% |
| 3M | -13.3% | +10.7% | -24.0% | -13.2% |
| 6M | +11.6% | -23.8% | +35.5% | +15.3% |
| YTD | +42.9% | -49.3% | +92.3% | +64.4% |
| 1Y | +95.4% | -49.7% | +145.1% | +124.6% |
| All | +201.5% | -37.9% | +239.4% | +215.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling