+165.1%
CEG vs RGTI
+665.7%
-500.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | +2.9% | -16.2% | +19.1% | +4.2% |
| 3M | +18.2% | -22.0% | +40.2% | +19.9% |
| 6M | -9.5% | -10.8% | +1.2% | -10.1% |
| YTD | -18.7% | -31.6% | +12.9% | -18.0% |
| 1Y | -10.1% | -6.4% | -3.8% | -12.1% |
| All | +165.1% | +665.7% | -500.6% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling