+213.9%
CAT vs ENB
+58.6%
+155.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +7.4% | +3.1% | +4.3% | +5.8% |
| 30D | -19.7% | +2.1% | -21.8% | -20.6% |
| 3M | -29.6% | -4.4% | -25.2% | -28.1% |
| 6M | -33.2% | -10.1% | -23.1% | -29.9% |
| YTD | +5.7% | +5.2% | +0.5% | +1.0% |
| 1Y | +9.3% | +4.2% | +5.1% | +4.9% |
| 3Y | +158.3% | +70.1% | +88.2% | +73.6% |
| All | +213.9% | +58.6% | +155.3% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling