+10,266.7%
RTX vs CAH
+15,076.3%
-4,809.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -5.2% | +5.4% | -10.5% | -6.6% |
| 30D | -9.4% | +3.3% | -12.7% | -10.2% |
| 3M | +12.3% | +22.8% | -10.5% | +6.0% |
| 6M | -3.1% | +11.3% | -14.4% | -6.2% |
| YTD | +10.7% | +21.1% | -10.5% | +4.4% |
| 1Y | +28.4% | +67.2% | -38.8% | +10.3% |
| 3Y | +147.1% | +195.6% | -48.6% | +79.0% |
| 5Y | +167.2% | +413.8% | -246.6% | +64.4% |
| 10Y | +274.7% | +309.6% | -34.9% | +134.1% |
| All | +10,266.7% | +15,076.3% | -4,809.6% | +3,611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling