+450.0%
RTX vs CG
+300.6%
+149.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.4% |
| 30D | +7.7% | +8.5% | -0.8% | +4.9% |
| 3M | -10.3% | -12.1% | +1.8% | -7.3% |
| 6M | +14.6% | -16.4% | +31.0% | +19.7% |
| YTD | +10.4% | -28.0% | +38.3% | +19.5% |
| 1Y | +13.5% | -18.9% | +32.4% | +18.3% |
| 3Y | +158.6% | +51.2% | +107.3% | +108.6% |
| 5Y | +147.3% | -15.9% | +163.1% | +133.2% |
| 10Y | +268.6% | +305.9% | -37.3% | +108.0% |
| All | +450.0% | +300.6% | +149.5% | +209.3% |
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