+17,564.5%
CAT vs ENB
+11,329.0%
+6,235.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.8% |
| 7D | -14.5% | -2.4% | -12.1% | -13.7% |
| 30D | -35.7% | +3.4% | -39.1% | -36.6% |
| 3M | -36.3% | -6.1% | -30.2% | -34.9% |
| 6M | -38.5% | -10.0% | -28.5% | -36.4% |
| YTD | -2.5% | +4.7% | -7.2% | -4.9% |
| 1Y | -1.9% | +7.5% | -9.4% | -5.3% |
| 3Y | +139.2% | +69.1% | +70.1% | +92.8% |
| 5Y | +192.1% | +50.4% | +141.8% | +146.6% |
| 10Y | +732.3% | +108.0% | +624.3% | +508.6% |
| All | +17,564.5% | +11,329.0% | +6,235.5% | +7,812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling