+420.5%
RTX vs CG
+281.3%
+139.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | +5.1% | +5.0% | +0.1% | +3.4% |
| 3M | -14.8% | -18.2% | +3.4% | -10.1% |
| 6M | +8.0% | -20.7% | +28.8% | +14.6% |
| YTD | +4.5% | -31.4% | +35.9% | +14.7% |
| 1Y | +9.8% | -22.3% | +32.1% | +15.9% |
| 3Y | +144.2% | +50.2% | +94.0% | +97.1% |
| 5Y | +131.4% | -22.1% | +153.5% | +123.8% |
| 10Y | +273.3% | +295.5% | -22.3% | +112.7% |
| All | +420.5% | +281.3% | +139.2% | +197.1% |
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