+337.8%
RTX vs CARR
+436.5%
-98.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -3.1% | +3.2% | -6.3% | -3.8% |
| 30D | -10.6% | -7.7% | -2.9% | -8.9% |
| 3M | +11.6% | -11.9% | +23.6% | +14.4% |
| 6M | -4.5% | +2.0% | -6.5% | -6.0% |
| YTD | +9.6% | +13.2% | -3.6% | +4.9% |
| 1Y | +30.8% | -8.5% | +39.3% | +31.6% |
| 3Y | +152.8% | +5.0% | +147.9% | +139.8% |
| 5Y | +167.1% | +12.0% | +155.1% | +142.4% |
| All | +337.8% | +436.5% | -98.7% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling