+278.0%
RTX vs CF
+569.3%
-291.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | +0.2% |
| 7D | -5.2% | +6.0% | -11.2% | -6.8% |
| 30D | -9.4% | +14.8% | -24.2% | -13.1% |
| 3M | +12.3% | +14.1% | -1.8% | +7.4% |
| 6M | -3.1% | +28.5% | -31.7% | -12.8% |
| YTD | +10.7% | +74.9% | -64.3% | -10.0% |
| 1Y | +28.4% | +61.7% | -33.3% | +6.6% |
| 3Y | +147.1% | +80.3% | +66.7% | +91.8% |
| 5Y | +167.2% | +226.0% | -58.7% | +52.8% |
| All | +278.0% | +569.3% | -291.4% | +74.0% |
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