+10,239.8%
RTX vs CAG
+599.7%
+9,640.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -1.7% | +6.6% | -8.4% | -3.5% |
| 30D | +7.7% | +13.9% | -6.2% | +3.7% |
| 3M | -10.3% | +4.0% | -14.4% | -11.7% |
| 6M | +14.6% | +10.0% | +4.6% | +10.6% |
| YTD | +10.4% | -6.1% | +16.5% | +10.6% |
| 1Y | +13.5% | -4.3% | +17.8% | +13.0% |
| 3Y | +158.6% | -34.6% | +193.1% | +181.2% |
| 5Y | +147.3% | -39.4% | +186.7% | +173.0% |
| 10Y | +268.6% | -34.2% | +302.8% | +278.6% |
| All | +10,239.8% | +599.7% | +9,640.2% | +4,956.5% |
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 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