+712.5%
CAT vs ENB
+99.8%
+612.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.6% |
| 7D | -2.4% | -3.7% | +1.3% | -0.5% |
| 30D | -25.0% | +1.7% | -26.7% | -25.8% |
| 3M | -28.7% | -6.3% | -22.4% | -26.5% |
| 6M | -33.0% | -9.2% | -23.8% | -30.1% |
| YTD | +5.4% | +3.1% | +2.3% | +2.5% |
| 1Y | +7.3% | +3.4% | +3.9% | +4.0% |
| 3Y | +166.0% | +68.9% | +97.1% | +94.6% |
| 5Y | +210.1% | +51.7% | +158.4% | +140.8% |
| 10Y | +712.5% | +98.3% | +614.2% | +415.0% |
| All | +712.5% | +99.8% | +612.7% | +415.0% |
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