+1,126.0%
CAT vs ENB
+103.5%
+1,022.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.6% |
| 7D | +5.6% | -0.5% | +6.0% | +5.8% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | -10.0% | -7.5% | -2.5% | -6.8% |
| 6M | +21.2% | -4.1% | +25.4% | +23.2% |
| YTD | +44.4% | +9.8% | +34.6% | +36.3% |
| 1Y | +96.3% | +8.7% | +87.6% | +85.7% |
| 3Y | +203.9% | +79.0% | +124.9% | +116.2% |
| 5Y | +333.5% | +69.1% | +264.4% | +218.9% |
| 10Y | +1,126.0% | +96.5% | +1,029.5% | +709.1% |
| All | +1,126.0% | +103.5% | +1,022.6% | +709.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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