+134.3%
RTX vs CF
+125.5%
+8.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.5% | -4.1% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | +4.7% | +2.2% | +2.5% | +4.3% |
| 3M | -13.4% | +2.1% | -15.5% | -14.0% |
| 6M | +11.8% | -6.5% | +18.4% | +12.1% |
| YTD | +5.8% | +55.6% | -49.8% | -4.6% |
| 1Y | +11.9% | +42.3% | -30.4% | +2.6% |
| 3Y | +146.3% | +55.7% | +90.5% | +118.2% |
| 5Y | +134.3% | +122.4% | +11.9% | +79.7% |
| All | +134.3% | +125.5% | +8.8% | +79.7% |
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