+165.8%
RTX vs CARR
+6.4%
+159.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.8% |
| 7D | -2.0% | -4.1% | +2.1% | -1.1% |
| 30D | -11.2% | -11.0% | -0.2% | -9.1% |
| 3M | +12.0% | -16.4% | +28.4% | +15.8% |
| 6M | -3.6% | -2.4% | -1.2% | -4.1% |
| YTD | +9.2% | +8.4% | +0.8% | +5.7% |
| 1Y | +29.7% | -8.0% | +37.7% | +30.1% |
| 3Y | +152.0% | +0.6% | +151.4% | +141.8% |
| 5Y | +165.8% | +7.7% | +158.0% | +141.5% |
| All | +165.8% | +6.4% | +159.4% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling