+593.0%
CEG vs RCAT
+97.9%
+495.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.5% |
| 7D | +12.1% | -5.9% | +18.0% | +12.6% |
| 30D | +0.2% | -19.7% | +19.9% | +1.6% |
| 3M | +0.7% | -62.9% | +63.6% | +7.3% |
| 6M | +2.2% | -59.6% | +61.8% | +7.2% |
| YTD | -20.3% | -52.1% | +31.7% | -18.6% |
| 1Y | -16.1% | -50.9% | +34.8% | -14.7% |
| 3Y | +134.7% | +333.8% | -199.1% | +112.1% |
| All | +593.0% | +97.9% | +495.1% | +540.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling