+335.3%
RTX vs CARR
+421.5%
-86.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.6% |
| 7D | -1.5% | -3.8% | +2.2% | -0.7% |
| 30D | -11.0% | -8.9% | -2.1% | -9.1% |
| 3M | +7.7% | -17.3% | +25.0% | +12.0% |
| 6M | -3.9% | -1.4% | -2.5% | -4.7% |
| YTD | +9.0% | +10.0% | -1.0% | +5.0% |
| 1Y | +27.3% | -6.4% | +33.6% | +27.2% |
| 3Y | +172.9% | +1.5% | +171.4% | +160.8% |
| 5Y | +165.2% | +9.3% | +155.9% | +141.9% |
| All | +335.3% | +421.5% | -86.2% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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