+95.4%
CAT vs EOG
+24.8%
+70.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.6% |
| 7D | +1.7% | +1.3% | +0.4% | +2.0% |
| 30D | -6.6% | +8.2% | -14.7% | -5.0% |
| 3M | -13.3% | +3.8% | -17.1% | -12.0% |
| 6M | +11.6% | +15.3% | -3.7% | +12.1% |
| YTD | +42.9% | +41.7% | +1.2% | +40.4% |
| 1Y | +95.4% | +23.6% | +71.9% | +92.0% |
| All | +95.4% | +24.8% | +70.6% | +92.0% |
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