+700.3%
CAT vs ENB
+102.5%
+597.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +1.7% | -1.8% | +3.5% | +2.7% |
| 30D | -24.6% | +2.0% | -26.6% | -25.4% |
| 3M | -28.5% | -5.8% | -22.7% | -26.5% |
| 6M | -34.8% | -9.7% | -25.1% | -31.9% |
| YTD | +5.9% | +4.2% | +1.7% | +2.4% |
| 1Y | +6.8% | +3.2% | +3.6% | +3.7% |
| 3Y | +161.1% | +70.6% | +90.5% | +89.9% |
| 5Y | +213.4% | +55.1% | +158.3% | +140.5% |
| 10Y | +700.3% | +107.6% | +592.7% | +406.1% |
| All | +700.3% | +102.5% | +597.9% | +406.1% |
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