+267.0%
RTX vs CF
+561.7%
-294.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -5.1% | -3.2% | -2.0% | -4.4% |
| 30D | +5.1% | +4.3% | +0.8% | +3.7% |
| 3M | -14.8% | +2.8% | -17.6% | -16.2% |
| 6M | +8.0% | +0.6% | +7.4% | +6.2% |
| YTD | +4.5% | +56.6% | -52.2% | -13.0% |
| 1Y | +9.8% | +49.6% | -39.8% | -7.4% |
| 3Y | +144.2% | +61.5% | +82.7% | +94.6% |
| 5Y | +131.4% | +124.0% | +7.5% | +50.6% |
| All | +267.0% | +561.7% | -294.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling