+267.4%
RTX vs CAG
-37.3%
+304.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +4.8% | -3.3% | +8.1% | +5.5% |
| 30D | +6.5% | +7.7% | -1.2% | +4.8% |
| 3M | -9.6% | -3.2% | -6.5% | -9.4% |
| 6M | +12.3% | +7.0% | +5.4% | +10.0% |
| YTD | +9.5% | -9.0% | +18.4% | +10.3% |
| 1Y | +15.8% | -9.6% | +25.5% | +16.9% |
| 3Y | +157.0% | -36.0% | +193.0% | +176.0% |
| 5Y | +148.8% | -40.9% | +189.7% | +171.3% |
| All | +267.4% | -37.3% | +304.7% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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