-31.9%
CEG vs RGTI
-69.7%
+37.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -6.9% |
| 7D | -4.8% | -9.6% | +4.8% | -3.5% |
| 30D | -8.2% | -26.0% | +17.8% | -4.6% |
| 3M | -7.9% | -35.8% | +27.8% | -2.9% |
| 6M | -23.2% | -36.7% | +13.4% | -20.5% |
| YTD | -30.1% | -49.4% | +19.3% | -27.5% |
| 1Y | -31.9% | -68.1% | +36.2% | -23.2% |
| All | -31.9% | -69.7% | +37.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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