+267.4%
RTX vs CAH
+418.0%
-150.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +4.8% | +3.5% | +1.3% | +3.6% |
| 30D | +6.5% | +13.5% | -7.0% | +1.8% |
| 3M | -9.6% | +21.8% | -31.5% | -15.9% |
| 6M | +12.3% | +51.5% | -39.2% | -3.2% |
| YTD | +9.5% | +38.1% | -28.6% | -3.1% |
| 1Y | +15.8% | +37.7% | -21.9% | +2.7% |
| 3Y | +157.0% | +179.6% | -22.6% | +72.2% |
| 5Y | +148.8% | +504.9% | -356.1% | +20.9% |
| All | +267.4% | +418.0% | -150.6% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling