+263.8%
INTC vs CAT
+1,135.7%
-871.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.0% | +8.0% | +8.5% |
| 7D | +17.4% | +5.6% | +11.9% | +14.0% |
| 30D | +2.8% | -2.3% | +5.1% | +4.3% |
| 3M | -5.3% | -10.0% | +4.7% | +1.7% |
| 6M | +140.6% | +21.2% | +119.4% | +121.6% |
| YTD | +183.1% | +44.4% | +138.7% | +139.3% |
| 1Y | +326.8% | +96.3% | +230.5% | +207.9% |
| 3Y | +179.4% | +203.9% | -24.5% | +61.2% |
| 5Y | +111.7% | +333.5% | -221.8% | -0.2% |
| All | +263.8% | +1,135.7% | -871.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling