+172.5%
CAT vs CEG
+583.3%
-410.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | 0.0% |
| 7D | -10.3% | -4.7% | -5.6% | -9.3% |
| 30D | -31.2% | -16.6% | -14.6% | -28.6% |
| 3M | -34.7% | -4.1% | -30.5% | -34.2% |
| 6M | -39.5% | -22.3% | -17.2% | -36.6% |
| YTD | -1.7% | -28.9% | +27.3% | +3.9% |
| 1Y | -1.1% | -28.5% | +27.3% | +4.2% |
| 3Y | +143.9% | +104.3% | +39.6% | +94.6% |
| All | +172.5% | +583.3% | -410.8% | +84.3% |
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