+11.6%
CAT vs INTU
-22.6%
+34.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +0.7% |
| 7D | +1.7% | -7.1% | +8.8% | -0.6% |
| 30D | -6.6% | +1.5% | -8.0% | -5.7% |
| 3M | -13.3% | +10.7% | -24.0% | -8.4% |
| 6M | +11.6% | -23.8% | +35.5% | +7.3% |
| All | +11.6% | -22.6% | +34.2% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling