+162.9%
RTX vs CAH
+400.5%
-237.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | -11.6% | +1.2% | -12.8% | -11.9% |
| 3M | +9.2% | +13.1% | -3.9% | +5.5% |
| 6M | -4.4% | +8.5% | -12.9% | -6.7% |
| YTD | +8.9% | +17.6% | -8.7% | +3.8% |
| 1Y | +32.1% | +60.7% | -28.5% | +14.9% |
| 3Y | +151.2% | +183.2% | -31.9% | +80.6% |
| 5Y | +162.9% | +402.2% | -239.3% | +47.2% |
| All | +162.9% | +400.5% | -237.6% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling