+140.2%
RTX vs CF
+112.3%
+27.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +5.6% | +6.9% | -1.4% | +4.6% |
| 3M | -11.7% | +4.8% | -16.5% | -12.6% |
| 6M | +12.3% | +4.7% | +7.7% | +10.8% |
| YTD | +8.2% | +56.5% | -48.3% | -2.5% |
| 1Y | +12.6% | +48.4% | -35.8% | +2.3% |
| 3Y | +152.8% | +59.1% | +93.7% | +122.9% |
| 5Y | +140.2% | +109.5% | +30.7% | +87.1% |
| All | +140.2% | +112.3% | +27.9% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling