+167.1%
RTX vs CG
+9.5%
+157.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -10.6% | -3.2% | -7.4% | -10.1% |
| 3M | +11.6% | +6.2% | +5.4% | +10.0% |
| 6M | -4.5% | -4.7% | +0.2% | -4.2% |
| YTD | +9.6% | -20.6% | +30.2% | +13.4% |
| 1Y | +30.8% | -26.4% | +57.2% | +36.9% |
| 3Y | +152.8% | +55.4% | +97.5% | +121.3% |
| 5Y | +167.1% | +9.8% | +157.3% | +144.7% |
| All | +167.1% | +9.5% | +157.6% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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