+286.4%
RTX vs CHD
+127.0%
+159.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.6% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -10.6% | -6.2% | -4.4% | -9.4% |
| 3M | +11.6% | +1.6% | +10.1% | +11.2% |
| 6M | -4.5% | -3.5% | -1.0% | -4.0% |
| YTD | +9.6% | +16.2% | -6.6% | +6.2% |
| 1Y | +30.8% | +3.4% | +27.4% | +29.5% |
| 3Y | +152.8% | +4.6% | +148.2% | +148.0% |
| 5Y | +167.1% | +21.1% | +146.0% | +151.9% |
| All | +286.4% | +127.0% | +159.4% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling