+3.8%
CAT vs ENB
+3.5%
+0.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.5% |
| 7D | -6.3% | -2.4% | -3.9% | -6.1% |
| 30D | -26.8% | +2.5% | -29.3% | -27.0% |
| 3M | -30.0% | -5.8% | -24.3% | -29.5% |
| 6M | -34.6% | -8.5% | -26.1% | -34.5% |
| YTD | +2.9% | +3.9% | -1.0% | +3.2% |
| All | +3.8% | +3.5% | +0.3% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling