+451.4%
RTX vs CG
+351.2%
+100.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -5.2% | -4.3% | -0.8% | -3.9% |
| 30D | -9.4% | -5.1% | -4.3% | -8.2% |
| 3M | +12.3% | +8.7% | +3.6% | +9.0% |
| 6M | -3.1% | -9.2% | +6.1% | -1.3% |
| YTD | +10.7% | -18.9% | +29.5% | +16.0% |
| 1Y | +28.4% | -25.6% | +54.1% | +37.5% |
| 3Y | +147.1% | +57.3% | +89.8% | +97.8% |
| 5Y | +167.2% | +10.2% | +157.1% | +129.7% |
| 10Y | +274.7% | +364.2% | -89.5% | +104.0% |
| All | +451.4% | +351.2% | +100.3% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling