+280.0%
RTX vs CAH
+297.3%
-17.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | -2.0% | -5.1% | +3.1% | -0.2% |
| 30D | -11.2% | -1.8% | -9.4% | -10.7% |
| 3M | +12.0% | +9.4% | +2.7% | +8.6% |
| 6M | -3.6% | +9.2% | -12.8% | -6.7% |
| YTD | +9.2% | +15.7% | -6.5% | +3.2% |
| 1Y | +29.7% | +59.7% | -30.0% | +8.7% |
| 3Y | +152.0% | +178.5% | -26.5% | +69.7% |
| 5Y | +165.8% | +398.3% | -232.5% | +40.9% |
| All | +280.0% | +297.3% | -17.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling