+17.7%
INTC vs CAT
+181.1%
-163.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.1% |
| 7D | -14.4% | -10.3% | -4.1% | -7.7% |
| 30D | -50.2% | -31.2% | -19.1% | -36.0% |
| 3M | -43.6% | -34.7% | -9.0% | -25.2% |
| 6M | -50.2% | -39.5% | -10.7% | -29.8% |
| YTD | +52.5% | -1.7% | +54.2% | +65.8% |
| 1Y | +51.1% | -1.1% | +52.3% | +63.9% |
| 3Y | +50.3% | +143.9% | -93.6% | +5.6% |
| All | +17.7% | +181.1% | -163.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling