+25,808.1%
CAT vs ETN
+20,051.4%
+5,756.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | -0.5% |
| 7D | +1.7% | +2.0% | -0.3% | +0.4% |
| 30D | -6.6% | -7.9% | +1.4% | -1.6% |
| 3M | -13.3% | -1.6% | -11.7% | -12.7% |
| 6M | +11.6% | +16.9% | -5.3% | +0.9% |
| YTD | +42.9% | +30.1% | +12.9% | +20.7% |
| 1Y | +95.4% | +19.3% | +76.1% | +73.8% |
| 3Y | +196.6% | +82.5% | +114.1% | +92.3% |
| 5Y | +321.7% | +166.8% | +154.8% | +112.2% |
| 10Y | +1,140.8% | +649.7% | +491.1% | +223.9% |
| All | +25,808.1% | +20,051.4% | +5,756.6% | +1,227.0% |
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