+10,164.5%
RTX vs CDE
-89.8%
+10,254.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.9% |
| 7D | -3.1% | +2.3% | -5.4% | -3.2% |
| 30D | -10.6% | +18.8% | -29.4% | -11.4% |
| 3M | +11.6% | +23.5% | -11.8% | +10.1% |
| 6M | -4.5% | -8.6% | +4.1% | -4.7% |
| YTD | +9.6% | +16.0% | -6.4% | +7.8% |
| 1Y | +30.8% | +42.1% | -11.2% | +26.9% |
| 3Y | +152.8% | +835.9% | -683.1% | +118.9% |
| 5Y | +167.1% | +197.6% | -30.5% | +139.9% |
| 10Y | +275.2% | +39.6% | +235.6% | +230.8% |
| All | +10,164.5% | -89.8% | +10,254.2% | +8,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling