+10,266.7%
RTX vs CHD
+10,220.8%
+45.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.2% | -2.7% | -2.5% | -4.6% |
| 30D | -9.4% | -4.6% | -4.8% | -8.4% |
| 3M | +12.3% | +5.0% | +7.3% | +10.9% |
| 6M | -3.1% | -3.2% | +0.1% | -2.5% |
| YTD | +10.7% | +18.6% | -8.0% | +6.1% |
| 1Y | +28.4% | +4.8% | +23.6% | +26.4% |
| 3Y | +147.1% | +6.1% | +140.9% | +140.5% |
| 5Y | +167.2% | +24.0% | +143.3% | +148.7% |
| 10Y | +274.7% | +124.5% | +150.3% | +194.9% |
| All | +10,266.7% | +10,220.8% | +45.9% | +3,997.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling