+111.7%
INTC vs CAT
+332.8%
-221.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.0% | +8.0% | +8.4% |
| 7D | +17.4% | +5.6% | +11.9% | +13.6% |
| 30D | +2.8% | -2.3% | +5.1% | +4.5% |
| 3M | -5.3% | -10.0% | +4.7% | +2.4% |
| 6M | +140.6% | +21.2% | +119.4% | +121.3% |
| YTD | +183.1% | +44.4% | +138.7% | +138.5% |
| 1Y | +326.8% | +96.3% | +230.5% | +206.2% |
| 3Y | +179.4% | +203.9% | -24.5% | +61.9% |
| 5Y | +111.7% | +333.5% | -221.8% | +2.1% |
| All | +111.7% | +332.8% | -221.0% | +2.1% |
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 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