+10,035.4%
RTX vs CAG
+604.3%
+9,431.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.2% | +3.5% |
| 7D | -3.2% | +4.6% | -7.8% | -4.5% |
| 30D | +5.6% | +14.7% | -9.1% | +1.5% |
| 3M | -11.7% | +2.4% | -14.1% | -12.7% |
| 6M | +12.3% | +10.7% | +1.6% | +8.2% |
| YTD | +8.2% | -5.5% | +13.7% | +8.2% |
| 1Y | +12.6% | -4.6% | +17.2% | +12.2% |
| 3Y | +152.8% | -34.4% | +187.3% | +174.9% |
| 5Y | +140.2% | -39.2% | +179.4% | +164.9% |
| 10Y | +273.8% | -39.0% | +312.7% | +291.9% |
| All | +10,035.4% | +604.3% | +9,431.1% | +4,848.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling