+145.0%
RTX vs CEG
+666.0%
-521.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +4.8% | +12.1% | -7.3% | +3.7% |
| 30D | +6.5% | +0.2% | +6.3% | +6.3% |
| 3M | -9.6% | +0.7% | -10.3% | -10.0% |
| 6M | +12.3% | +2.2% | +10.1% | +11.5% |
| YTD | +9.5% | -20.3% | +29.8% | +10.7% |
| 1Y | +15.8% | -16.1% | +31.9% | +16.4% |
| 3Y | +157.0% | +134.7% | +22.3% | +114.3% |
| All | +145.0% | +666.0% | -521.0% | +78.1% |
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