+278.5%
RTX vs CI
+146.1%
+132.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -5.2% | +1.3% | -6.5% | -5.6% |
| 30D | -9.4% | +4.4% | -13.8% | -10.9% |
| 3M | +12.3% | +0.7% | +11.6% | +11.6% |
| 6M | -3.1% | +0.3% | -3.5% | -3.9% |
| YTD | +10.7% | +3.8% | +6.9% | +8.1% |
| 1Y | +28.4% | -5.5% | +33.9% | +28.2% |
| 3Y | +147.1% | +8.1% | +139.0% | +122.7% |
| 5Y | +167.2% | +42.8% | +124.4% | +105.2% |
| All | +278.5% | +146.1% | +132.5% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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