+95.4%
CAT vs RTX
+28.8%
+66.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.7% | -5.2% | +6.9% | +2.9% |
| 30D | -6.6% | -9.4% | +2.8% | -4.5% |
| 3M | -13.3% | +12.3% | -25.6% | -16.5% |
| 6M | +11.6% | -3.1% | +14.7% | +11.5% |
| YTD | +42.9% | +10.7% | +32.3% | +39.4% |
| 1Y | +95.4% | +28.4% | +67.0% | +88.2% |
| All | +95.4% | +28.8% | +66.7% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling