+183.3%
CAT vs INTU
-42.6%
+225.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.2% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | -31.2% | +15.4% | -46.6% | -32.2% |
| 3M | -34.7% | +6.6% | -41.2% | -35.3% |
| 6M | -39.5% | -11.3% | -28.2% | -38.9% |
| YTD | -1.7% | -47.7% | +46.1% | +10.6% |
| 1Y | -1.1% | -47.0% | +45.9% | +10.7% |
| 3Y | +143.9% | -29.9% | +173.8% | +151.2% |
| All | +183.3% | -42.6% | +225.9% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling