+203.9%
CAT vs EOG
+21.8%
+182.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | -2.0% | +7.6% | +6.0% |
| 30D | -2.3% | +7.9% | -10.2% | -4.1% |
| 3M | -10.0% | +4.5% | -14.5% | -11.4% |
| 6M | +21.2% | +12.3% | +8.9% | +15.1% |
| YTD | +44.4% | +41.9% | +2.6% | +24.3% |
| 1Y | +96.3% | +27.8% | +68.4% | +76.0% |
| 3Y | +203.9% | +21.8% | +182.1% | +170.0% |
| All | +203.9% | +21.8% | +182.1% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling