+19,095.1%
CAT vs EOG
+7,913.4%
+11,181.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | +1.7% | +4.6% | -2.8% | +0.4% |
| 30D | -24.6% | +2.9% | -27.4% | -25.3% |
| 3M | -28.5% | +8.0% | -36.4% | -30.5% |
| 6M | -34.8% | +17.0% | -51.8% | -38.7% |
| YTD | +5.9% | +51.1% | -45.2% | -8.7% |
| 1Y | +6.8% | +45.1% | -38.3% | -6.9% |
| 3Y | +161.1% | +39.4% | +121.6% | +128.5% |
| 5Y | +213.4% | +105.6% | +107.8% | +138.3% |
| 10Y | +700.3% | +133.5% | +566.9% | +434.9% |
| All | +19,095.1% | +7,913.4% | +11,181.7% | +6,696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling