+639.7%
CEG vs RGTI
+58.3%
+581.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.2% |
| 7D | +6.7% | +5.5% | +1.2% | +6.3% |
| 30D | +11.0% | -11.9% | +22.8% | +11.8% |
| 3M | +19.5% | -27.4% | +46.8% | +21.4% |
| 6M | -5.9% | -7.1% | +1.2% | -6.6% |
| YTD | -15.0% | -28.6% | +13.7% | -14.6% |
| 1Y | +0.6% | +4.4% | -3.7% | -2.0% |
| 3Y | +180.6% | +698.5% | -517.9% | +126.3% |
| All | +639.7% | +58.3% | +581.4% | +520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling