+141.7%
CAT vs INTU
-27.0%
+168.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.4% |
| 7D | -14.5% | +7.1% | -21.6% | -14.2% |
| 30D | -35.7% | +23.0% | -58.7% | -35.3% |
| 3M | -36.3% | +8.7% | -45.0% | -36.0% |
| 6M | -38.5% | -10.1% | -28.4% | -37.0% |
| YTD | -2.5% | -45.7% | +43.1% | +12.0% |
| 1Y | -1.9% | -45.1% | +43.2% | +12.3% |
| All | +141.7% | -27.0% | +168.7% | +143.7% |
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