+688.6%
CAT vs ENB
+106.5%
+582.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +7.4% | +1.7% | +5.8% | +6.6% |
| 30D | -19.7% | +0.7% | -20.3% | -20.0% |
| 3M | -29.6% | -5.8% | -23.8% | -27.6% |
| 6M | -33.2% | -11.3% | -21.9% | -29.5% |
| YTD | +5.7% | +3.7% | +2.0% | +2.4% |
| 1Y | +9.3% | +2.8% | +6.6% | +6.4% |
| 3Y | +158.3% | +67.7% | +90.6% | +89.6% |
| 5Y | +211.6% | +57.1% | +154.4% | +137.5% |
| All | +688.6% | +106.5% | +582.1% | +396.8% |
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