-1.1%
CAT vs ENB
+5.2%
-6.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | -10.3% | -5.2% | -5.1% | -9.9% |
| 30D | -31.2% | +2.2% | -33.4% | -31.4% |
| 3M | -34.7% | -8.1% | -26.6% | -34.0% |
| 6M | -39.5% | -11.2% | -28.3% | -39.1% |
| YTD | -1.7% | +2.0% | -3.7% | -0.6% |
| 1Y | -1.1% | +4.1% | -5.2% | +0.6% |
| All | -1.1% | +5.2% | -6.3% | +0.6% |
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