+283.9%
RTX vs CAG
-35.6%
+319.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -1.6% | -6.6% | +5.0% | -0.3% |
| 30D | -11.6% | +2.3% | -13.9% | -12.1% |
| 3M | +9.2% | +16.3% | -7.1% | +5.5% |
| 6M | -4.4% | -16.0% | +11.6% | -1.6% |
| YTD | +8.9% | -7.7% | +16.6% | +9.7% |
| 1Y | +32.1% | -16.0% | +48.2% | +35.5% |
| 3Y | +151.2% | -37.7% | +188.9% | +171.4% |
| 5Y | +162.9% | -41.2% | +204.1% | +186.8% |
| 10Y | +283.9% | -33.8% | +317.7% | +301.2% |
| All | +283.9% | -35.6% | +319.5% | +301.2% |
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