+38.4%
RTX vs CAI
-11.0%
+49.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -2.0% | -5.1% | +3.1% | -1.8% |
| 30D | -11.2% | +3.9% | -15.1% | -11.4% |
| 3M | +12.0% | +40.1% | -28.0% | +9.5% |
| 6M | -3.6% | +29.7% | -33.2% | -6.0% |
| YTD | +9.2% | -10.9% | +20.1% | +6.5% |
| 1Y | +29.7% | -28.0% | +57.7% | +26.6% |
| All | +38.4% | -11.0% | +49.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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