+15,172.7%
INTC vs CAT
+26,255.7%
-11,083.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.7% |
| 7D | +7.1% | +1.7% | +5.4% | +6.3% |
| 30D | -5.2% | -6.6% | +1.4% | -2.2% |
| 3M | -14.3% | -13.3% | -1.0% | -7.6% |
| 6M | +110.2% | +11.6% | +98.6% | +103.3% |
| YTD | +159.6% | +42.9% | +116.7% | +126.4% |
| 1Y | +289.3% | +95.4% | +193.8% | +196.2% |
| 3Y | +166.1% | +196.6% | -30.5% | +68.8% |
| 5Y | +94.4% | +321.7% | -227.3% | +3.9% |
| 10Y | +227.7% | +1,140.8% | -913.1% | +7.4% |
| All | +15,172.7% | +26,255.7% | -11,083.0% | +1,227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling