-31.9%
CEG vs RCAT
-59.1%
+27.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -10.3% | +3.6% | -5.7% |
| 7D | -4.8% | -18.5% | +13.7% | -3.0% |
| 30D | -8.2% | -37.0% | +28.8% | -4.5% |
| 3M | -7.9% | -54.9% | +46.9% | -1.8% |
| 6M | -23.2% | -63.6% | +40.4% | -17.9% |
| YTD | -30.1% | -49.6% | +19.4% | -31.2% |
| 1Y | -31.9% | -57.8% | +25.9% | -31.1% |
| All | -31.9% | -59.1% | +27.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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