+16,787.2%
CAT vs INTU
+17,690.3%
-903.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.3% |
| 7D | -14.5% | +7.1% | -21.6% | -15.5% |
| 30D | -35.7% | +23.0% | -58.7% | -38.1% |
| 3M | -36.3% | +8.7% | -45.0% | -37.7% |
| 6M | -38.5% | -10.1% | -28.4% | -38.8% |
| YTD | -2.5% | -45.7% | +43.1% | +4.7% |
| 1Y | -1.9% | -45.1% | +43.2% | +5.1% |
| 3Y | +139.2% | -26.9% | +166.1% | +141.4% |
| 5Y | +192.1% | -40.0% | +232.1% | +198.6% |
| 10Y | +732.3% | +265.4% | +466.9% | +519.6% |
| All | +16,787.2% | +17,690.3% | -903.2% | +7,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling