+133.9%
RTX vs CEG
+583.3%
-449.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -5.1% | -4.7% | -0.4% | -4.8% |
| 30D | +5.1% | -16.6% | +21.7% | +6.6% |
| 3M | -14.8% | -4.1% | -10.7% | -14.8% |
| 6M | +8.0% | -22.3% | +30.4% | +9.9% |
| YTD | +4.5% | -28.9% | +33.4% | +6.7% |
| 1Y | +9.8% | -28.5% | +38.3% | +12.0% |
| 3Y | +144.2% | +104.3% | +39.9% | +106.6% |
| All | +133.9% | +583.3% | -449.4% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling