+144.2%
RTX vs CCI
+6.3%
+137.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | +5.1% | +28.4% | -23.2% | +2.5% |
| 3M | -14.8% | +20.0% | -34.8% | -16.4% |
| 6M | +8.0% | +0.8% | +7.3% | +8.2% |
| YTD | +4.5% | +3.6% | +0.9% | +4.2% |
| 1Y | +9.8% | +6.1% | +3.8% | +9.4% |
| 3Y | +144.2% | +7.2% | +137.0% | +144.9% |
| All | +144.2% | +6.3% | +137.9% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling