+238.9%
CRM vs RTX
+286.0%
-47.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | +28.1% | -11.0% | +39.1% | +33.2% |
| 3M | +48.8% | +7.7% | +41.2% | +44.5% |
| 6M | +28.3% | -3.9% | +32.2% | +28.9% |
| YTD | -6.0% | +9.0% | -15.0% | -10.4% |
| 1Y | +1.4% | +27.3% | -25.8% | -9.3% |
| 3Y | +11.8% | +172.9% | -161.1% | -27.4% |
| 5Y | -2.0% | +165.2% | -167.2% | -36.4% |
| All | +238.9% | +286.0% | -47.1% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling