+25,808.1%
CAT vs EOG
+7,415.7%
+18,392.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -6.6% | +8.2% | -14.7% | -8.9% |
| 3M | -13.3% | +3.8% | -17.1% | -15.0% |
| 6M | +11.6% | +15.3% | -3.7% | +5.1% |
| YTD | +42.9% | +41.7% | +1.2% | +26.1% |
| 1Y | +95.4% | +23.6% | +71.9% | +79.3% |
| 3Y | +196.6% | +23.3% | +173.3% | +170.0% |
| 5Y | +321.7% | +170.4% | +151.2% | +195.4% |
| 10Y | +1,140.8% | +125.5% | +1,015.3% | +740.9% |
| All | +25,808.1% | +7,415.7% | +18,392.4% | +9,287.3% |
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 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