+207.3%
CAT vs INTU
-42.1%
+249.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.4% |
| 7D | -6.3% | -1.2% | -5.1% | -6.3% |
| 30D | -26.8% | +12.4% | -39.2% | -27.7% |
| 3M | -30.0% | +2.3% | -32.3% | -30.4% |
| 6M | -34.6% | -13.3% | -21.3% | -33.6% |
| YTD | +2.9% | -47.9% | +50.8% | +15.7% |
| 1Y | +3.3% | -47.2% | +50.4% | +15.6% |
| 3Y | +153.7% | -33.9% | +187.6% | +164.8% |
| 5Y | +207.3% | -41.3% | +248.6% | +205.6% |
| All | +207.3% | -42.1% | +249.3% | +205.6% |
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