+158.3%
CAT vs ENB
+72.2%
+86.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +7.4% | +3.1% | +4.3% | +6.6% |
| 30D | -19.7% | +2.1% | -21.8% | -20.1% |
| 3M | -29.6% | -4.4% | -25.2% | -28.8% |
| 6M | -33.2% | -10.1% | -23.1% | -31.6% |
| YTD | +5.7% | +5.2% | +0.5% | +3.2% |
| 1Y | +9.3% | +4.2% | +5.1% | +7.1% |
| 3Y | +158.3% | +70.1% | +88.2% | +102.1% |
| All | +158.3% | +72.2% | +86.2% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling