+98.5%
CAT vs EOG
+27.1%
+71.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.1% |
| 7D | +5.6% | -2.0% | +7.6% | +5.2% |
| 30D | -2.3% | +7.9% | -10.2% | -0.8% |
| 3M | -10.0% | +4.5% | -14.5% | -8.5% |
| 6M | +21.2% | +12.3% | +8.9% | +22.1% |
| YTD | +44.4% | +41.9% | +2.6% | +41.7% |
| All | +98.5% | +27.1% | +71.4% | +95.6% |
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