+326.0%
CAT vs ENB
+69.5%
+256.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.6% | -2.2% | -4.3% | -5.5% |
| 3M | -13.3% | -10.5% | -2.8% | -8.4% |
| 6M | +11.6% | -5.1% | +16.7% | +13.9% |
| YTD | +42.9% | +9.0% | +34.0% | +34.5% |
| 1Y | +95.4% | +8.2% | +87.2% | +84.0% |
| 3Y | +196.6% | +67.8% | +128.8% | +104.1% |
| All | +326.0% | +69.5% | +256.5% | +186.3% |
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