+204.2%
CAT vs ETN
+85.4%
+118.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.6% |
| 7D | +5.6% | +8.0% | -2.5% | +0.7% |
| 30D | -2.3% | -5.9% | +3.6% | +1.2% |
| 3M | -10.0% | +5.0% | -15.0% | -12.7% |
| 6M | +21.2% | +22.4% | -1.2% | +8.2% |
| YTD | +44.4% | +33.6% | +10.8% | +23.3% |
| 1Y | +96.3% | +22.1% | +74.2% | +75.5% |
| All | +204.2% | +85.4% | +118.8% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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