+13.3%
RTX vs CAI
-5.1%
+18.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +3.4% | -8.0% | +11.3% | +3.8% |
| 30D | +8.4% | -18.9% | +27.2% | +9.5% |
| 3M | -10.7% | +7.6% | -18.3% | -11.5% |
| 6M | +11.7% | +43.0% | -31.2% | +6.9% |
| YTD | +9.3% | -11.2% | +20.5% | +4.0% |
| 1Y | +13.3% | -3.3% | +16.6% | +7.8% |
| All | +13.3% | -5.1% | +18.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling