+183.3%
CAT vs RTX
+131.1%
+52.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -10.3% | -5.1% | -5.2% | -8.4% |
| 30D | -31.2% | +5.1% | -36.3% | -32.6% |
| 3M | -34.7% | -14.8% | -19.8% | -30.7% |
| 6M | -39.5% | +8.0% | -47.5% | -41.9% |
| YTD | -1.7% | +4.5% | -6.1% | -4.5% |
| 1Y | -1.1% | +9.8% | -11.0% | -6.0% |
| 3Y | +143.9% | +144.2% | -0.3% | +60.3% |
| All | +183.3% | +131.1% | +52.2% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling