+143.8%
RTX vs CEG
+703.5%
-559.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -11.6% | +8.8% | -20.4% | -12.3% |
| 3M | +9.2% | +17.0% | -7.8% | +7.4% |
| 6M | -4.4% | -8.7% | +4.3% | -4.0% |
| YTD | +8.9% | -16.4% | +25.3% | +10.0% |
| 1Y | +32.1% | -1.8% | +33.9% | +30.6% |
| 3Y | +151.2% | +175.8% | -24.6% | +104.2% |
| All | +143.8% | +703.5% | -559.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling