+268.6%
RTX vs CFG
+230.2%
+38.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +7.7% | +2.8% | +4.9% | +6.5% |
| 3M | -10.3% | -10.1% | -0.3% | -6.7% |
| 6M | +14.6% | +3.2% | +11.4% | +12.6% |
| YTD | +10.4% | +14.2% | -3.8% | +3.6% |
| 1Y | +13.5% | +27.4% | -13.9% | +1.8% |
| 3Y | +158.6% | +187.6% | -29.0% | +56.6% |
| 5Y | +147.3% | +65.7% | +81.6% | +82.6% |
| 10Y | +268.6% | +219.7% | +49.0% | +97.3% |
| All | +268.6% | +230.2% | +38.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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