+1,157.1%
CAT vs EOG
+115.2%
+1,042.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.4% |
| 30D | -2.6% | +3.4% | -6.0% | -3.9% |
| 3M | -10.7% | +7.8% | -18.5% | -14.0% |
| 6M | +16.1% | +13.4% | +2.8% | +8.7% |
| YTD | +43.2% | +43.5% | -0.3% | +22.1% |
| 1Y | +96.8% | +29.7% | +67.2% | +73.9% |
| 3Y | +201.4% | +23.2% | +178.2% | +167.9% |
| 5Y | +332.7% | +176.4% | +156.3% | +173.8% |
| 10Y | +1,157.1% | +119.1% | +1,038.0% | +691.3% |
| All | +1,157.1% | +115.2% | +1,042.0% | +691.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling