+158.3%
CAT vs RTX
+156.3%
+2.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +7.4% | +4.8% | +2.7% | +5.9% |
| 30D | -19.7% | +6.5% | -26.2% | -21.2% |
| 3M | -29.6% | -9.6% | -20.0% | -27.5% |
| 6M | -33.2% | +12.3% | -45.5% | -36.2% |
| YTD | +5.7% | +9.5% | -3.8% | +1.8% |
| 1Y | +9.3% | +15.8% | -6.5% | +3.4% |
| 3Y | +158.3% | +157.0% | +1.3% | +101.5% |
| All | +158.3% | +156.3% | +2.0% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling