+104.3%
CEG vs RCAT
+339.1%
-234.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +18.6% | -14.4% | +2.7% |
| 7D | -4.7% | -12.7% | +8.0% | -3.8% |
| 30D | -16.6% | -34.3% | +17.7% | -13.9% |
| 3M | -4.1% | -53.4% | +49.3% | +1.4% |
| 6M | -22.3% | -62.0% | +39.6% | -17.6% |
| YTD | -28.9% | -49.1% | +20.1% | -27.7% |
| 1Y | -28.5% | -53.1% | +24.7% | -27.0% |
| 3Y | +104.3% | +318.7% | -214.4% | +89.6% |
| All | +104.3% | +339.1% | -234.8% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling