+8.9%
CAT vs CEG
-33.0%
+41.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.5% | -3.1% |
| 7D | -17.1% | -4.8% | -12.3% | -15.9% |
| 30D | -30.1% | -8.2% | -21.9% | -28.4% |
| 3M | -32.4% | -7.9% | -24.5% | -30.9% |
| 6M | -32.1% | -23.2% | -8.9% | -27.6% |
| YTD | +4.1% | -30.1% | +34.2% | +12.3% |
| 1Y | +8.9% | -31.9% | +40.8% | +19.1% |
| All | +8.9% | -33.0% | +41.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling