+192.7%
CAT vs CEG
+666.0%
-473.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | +7.4% | +12.1% | -4.7% | +4.8% |
| 30D | -19.7% | +0.2% | -19.9% | -19.8% |
| 3M | -29.6% | +0.7% | -30.3% | -29.9% |
| 6M | -33.2% | +2.2% | -35.4% | -33.8% |
| YTD | +5.7% | -20.3% | +26.0% | +8.9% |
| 1Y | +9.3% | -16.1% | +25.4% | +11.5% |
| 3Y | +158.3% | +134.7% | +23.7% | +99.9% |
| All | +192.7% | +666.0% | -473.3% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling