+169.3%
RTX vs CAG
-40.1%
+209.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -5.2% | -3.8% | -1.4% | -4.5% |
| 30D | -9.4% | +3.1% | -12.5% | -10.0% |
| 3M | +12.3% | +23.5% | -11.2% | +7.3% |
| 6M | -3.1% | -14.8% | +11.7% | -0.5% |
| YTD | +10.7% | -5.4% | +16.1% | +10.9% |
| 1Y | +28.4% | -11.8% | +40.2% | +30.4% |
| 3Y | +147.1% | -36.7% | +183.7% | +167.5% |
| All | +169.3% | -40.1% | +209.4% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling