+279.0%
RTX vs CAH
+304.0%
-25.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | -11.6% | +1.2% | -12.8% | -12.0% |
| 3M | +9.2% | +13.1% | -3.9% | +4.5% |
| 6M | -4.4% | +8.5% | -12.9% | -7.3% |
| YTD | +8.9% | +17.6% | -8.7% | +2.3% |
| 1Y | +32.1% | +60.7% | -28.5% | +10.6% |
| 3Y | +151.2% | +183.2% | -31.9% | +68.3% |
| 5Y | +162.9% | +402.2% | -239.3% | +39.1% |
| All | +279.0% | +304.0% | -25.0% | +89.4% |
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