+3.3%
CAT vs CEG
-26.7%
+29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.9% |
| 30D | -26.8% | -10.2% | -16.6% | -24.5% |
| 3M | -30.0% | -0.8% | -29.2% | -30.2% |
| 6M | -34.6% | -11.5% | -23.0% | -33.1% |
| YTD | +2.9% | -23.9% | +26.8% | +8.1% |
| 1Y | +3.3% | -25.4% | +28.7% | +9.8% |
| All | +3.3% | -26.7% | +29.9% | +9.8% |
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