+9.8%
RTX vs CF
+46.5%
-36.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -5.1% | -3.2% | -2.0% | -5.3% |
| 30D | +5.1% | +4.3% | +0.8% | +5.6% |
| 3M | -14.8% | +2.8% | -17.6% | -14.5% |
| 6M | +8.0% | +0.6% | +7.4% | +8.2% |
| YTD | +4.5% | +56.6% | -52.2% | +1.7% |
| 1Y | +9.8% | +49.6% | -39.8% | +6.6% |
| All | +9.8% | +46.5% | -36.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling