+25,808.1%
CAT vs RTX
+10,530.0%
+15,278.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.7% | -5.2% | +6.9% | +4.8% |
| 30D | -6.6% | -9.4% | +2.8% | -1.3% |
| 3M | -13.3% | +12.3% | -25.6% | -19.7% |
| 6M | +11.6% | -3.1% | +14.7% | +12.2% |
| YTD | +42.9% | +10.7% | +32.3% | +32.8% |
| 1Y | +95.4% | +28.4% | +67.0% | +65.4% |
| 3Y | +196.6% | +147.1% | +49.5% | +65.9% |
| 5Y | +321.7% | +167.2% | +154.4% | +121.2% |
| 10Y | +1,140.8% | +274.7% | +866.1% | +405.4% |
| All | +25,808.1% | +10,530.0% | +15,278.0% | +2,426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling