+179.4%
INTC vs CAT
+204.7%
-25.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.0% | +8.0% | +8.2% |
| 7D | +17.4% | +5.6% | +11.9% | +12.8% |
| 30D | +2.8% | -2.3% | +5.1% | +4.8% |
| 3M | -5.3% | -10.0% | +4.7% | +3.9% |
| 6M | +140.6% | +21.2% | +119.4% | +116.7% |
| YTD | +183.1% | +44.4% | +138.7% | +129.3% |
| 1Y | +326.8% | +96.3% | +230.5% | +183.2% |
| 3Y | +179.4% | +203.9% | -24.5% | +47.5% |
| All | +179.4% | +204.7% | -25.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling