+163.1%
RTX vs CDE
+196.4%
-33.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.5% | -3.1% | +1.6% | -1.4% |
| 30D | -11.0% | +9.5% | -20.4% | -11.6% |
| 3M | +7.7% | +25.5% | -17.8% | +5.7% |
| 6M | -3.9% | -7.9% | +4.0% | -4.2% |
| YTD | +9.0% | +15.6% | -6.6% | +6.7% |
| 1Y | +27.3% | +34.0% | -6.8% | +22.5% |
| 3Y | +172.9% | +791.9% | -619.0% | +123.6% |
| All | +163.1% | +196.4% | -33.3% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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