+144.2%
RTX vs CFG
+168.6%
-24.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | +5.1% | +1.1% | +4.1% | +4.9% |
| 3M | -14.8% | -12.0% | -2.8% | -12.8% |
| 6M | +8.0% | -2.2% | +10.3% | +8.2% |
| YTD | +4.5% | +11.4% | -6.9% | +2.1% |
| 1Y | +9.8% | +27.8% | -18.0% | +4.8% |
| 3Y | +144.2% | +173.3% | -29.1% | +117.2% |
| All | +144.2% | +168.6% | -24.4% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling