+109.3%
INTC vs CAT
+725.4%
-616.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +1.2% |
| 7D | -1.0% | -2.4% | +1.4% | +0.6% |
| 30D | -43.3% | -25.0% | -18.3% | -32.5% |
| 3M | -41.6% | -28.7% | -12.9% | -28.4% |
| 6M | -52.5% | -33.0% | -19.5% | -38.9% |
| YTD | +60.9% | +5.4% | +55.5% | +63.9% |
| 1Y | +55.7% | +7.3% | +48.4% | +57.4% |
| 3Y | +59.2% | +166.0% | -106.9% | +1.6% |
| 5Y | +25.0% | +210.1% | -185.1% | -28.5% |
| 10Y | +109.3% | +712.5% | -603.2% | -20.1% |
| All | +109.3% | +725.4% | -616.1% | -20.1% |
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