+8.9%
CAT vs EOG
+45.9%
-37.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.2% | 0.0% | -6.2% |
| 7D | -17.1% | -8.6% | -8.5% | -18.5% |
| 30D | -30.1% | +2.8% | -32.9% | -29.6% |
| 3M | -32.4% | +3.2% | -35.5% | -31.7% |
| 6M | -32.1% | +5.3% | -37.4% | -30.7% |
| YTD | +4.1% | +44.5% | -40.4% | +2.2% |
| 1Y | +8.9% | +44.2% | -35.3% | +9.9% |
| All | +8.9% | +45.9% | -37.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling