+150.6%
RTX vs CF
+73.9%
+76.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.5% |
| 7D | -5.2% | +6.0% | -11.2% | -5.5% |
| 30D | -9.4% | +14.8% | -24.2% | -10.2% |
| 3M | +12.3% | +14.1% | -1.8% | +11.1% |
| 6M | -3.1% | +28.5% | -31.7% | -7.0% |
| YTD | +10.7% | +74.9% | -64.3% | +0.7% |
| 1Y | +28.4% | +61.7% | -33.3% | +18.3% |
| All | +150.6% | +73.9% | +76.7% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling