+25,808.1%
CAT vs ENB
+11,799.4%
+14,008.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.6% | -2.2% | -4.3% | -5.8% |
| 3M | -13.3% | -10.5% | -2.8% | -9.9% |
| 6M | +11.6% | -5.1% | +16.7% | +13.4% |
| YTD | +42.9% | +9.0% | +34.0% | +37.6% |
| 1Y | +95.4% | +8.2% | +87.2% | +88.3% |
| 3Y | +196.6% | +67.8% | +128.8% | +139.8% |
| 5Y | +321.7% | +69.4% | +252.3% | +241.1% |
| 10Y | +1,140.8% | +117.5% | +1,023.3% | +792.5% |
| All | +25,808.1% | +11,799.4% | +14,008.7% | +11,344.3% |
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 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