+269.0%
RTX vs CHD
+196.6%
+72.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.4% | 0.0% | +1.5% | +1.5% |
| 30D | +7.8% | +12.2% | -4.3% | +5.3% |
| 3M | -9.8% | +9.3% | -19.1% | -11.5% |
| 6M | +13.5% | +24.3% | -10.7% | +8.4% |
| YTD | +10.9% | +34.9% | -23.9% | +4.2% |
| 1Y | +14.0% | +32.7% | -18.7% | +7.3% |
| 3Y | +159.9% | +29.4% | +130.5% | +143.8% |
| 5Y | +151.7% | +31.7% | +120.0% | +132.8% |
| 10Y | +269.0% | +191.7% | +77.3% | +187.2% |
| All | +269.0% | +196.6% | +72.4% | +187.2% |
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