+19,008.0%
CAT vs RTX
+10,292.9%
+8,715.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +5.2% |
| 7D | -2.4% | -3.2% | +0.8% | -0.4% |
| 30D | -25.0% | +5.6% | -30.6% | -27.4% |
| 3M | -28.7% | -11.7% | -17.0% | -23.8% |
| 6M | -33.0% | +12.3% | -45.3% | -38.2% |
| YTD | +5.4% | +8.2% | -2.8% | -1.0% |
| 1Y | +7.3% | +12.6% | -5.3% | -1.6% |
| 3Y | +166.0% | +152.8% | +13.2% | +47.6% |
| 5Y | +210.1% | +140.2% | +69.9% | +73.0% |
| 10Y | +712.5% | +273.8% | +438.7% | +230.5% |
| All | +19,008.0% | +10,292.9% | +8,715.1% | +1,782.7% |
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