+6.8%
CAT vs EOG
+47.9%
-41.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +3.2% |
| 7D | +1.7% | +4.6% | -2.8% | +2.5% |
| 30D | -24.6% | +2.9% | -27.4% | -24.1% |
| 3M | -28.5% | +8.0% | -36.4% | -27.2% |
| 6M | -34.8% | +17.0% | -51.8% | -32.3% |
| YTD | +5.9% | +51.1% | -45.2% | +4.1% |
| 1Y | +6.8% | +45.1% | -38.3% | +7.1% |
| All | +6.8% | +47.9% | -41.1% | +7.1% |
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