+332.7%
CAT vs ETN
+174.7%
+158.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.2% |
| 7D | +2.9% | +6.2% | -3.3% | -1.0% |
| 30D | -2.6% | -6.7% | +4.1% | +1.7% |
| 3M | -10.7% | +3.6% | -14.3% | -12.9% |
| 6M | +16.1% | +18.3% | -2.2% | +4.5% |
| YTD | +43.2% | +31.5% | +11.8% | +21.1% |
| 1Y | +96.8% | +20.6% | +76.3% | +74.9% |
| 3Y | +201.4% | +82.5% | +118.8% | +95.1% |
| 5Y | +332.7% | +177.8% | +154.9% | +101.3% |
| All | +332.7% | +174.7% | +158.0% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling