+19,050.1%
CAT vs ETN
+17,265.7%
+1,784.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | +7.4% | +3.6% | +3.8% | +5.2% |
| 30D | -19.7% | -13.4% | -6.3% | -12.4% |
| 3M | -29.6% | -21.9% | -7.7% | -18.2% |
| 6M | -33.2% | -12.8% | -20.4% | -27.9% |
| YTD | +5.7% | +12.1% | -6.4% | -2.6% |
| 1Y | +9.3% | +0.8% | +8.5% | +7.6% |
| 3Y | +158.3% | +64.5% | +93.8% | +78.7% |
| 5Y | +211.6% | +121.7% | +89.9% | +75.3% |
| 10Y | +698.5% | +542.2% | +156.3% | +128.6% |
| All | +19,050.1% | +17,265.7% | +1,784.4% | +970.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling