+15.8%
RTX vs CAG
-9.3%
+25.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +4.8% | -3.3% | +8.1% | +5.0% |
| 30D | +6.5% | +7.7% | -1.2% | +5.8% |
| 3M | -9.6% | -3.2% | -6.5% | -9.8% |
| 6M | +12.3% | +7.0% | +5.4% | +10.6% |
| YTD | +9.5% | -9.0% | +18.4% | +7.8% |
| 1Y | +15.8% | -9.6% | +25.5% | +13.9% |
| All | +15.8% | -9.3% | +25.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling