+273.8%
RTX vs CI
+158.0%
+115.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +5.6% | +4.7% | +0.9% | +3.7% |
| 3M | -11.7% | +5.2% | -16.9% | -13.5% |
| 6M | +12.3% | +3.8% | +8.5% | +10.1% |
| YTD | +8.2% | +9.2% | -1.0% | +3.5% |
| 1Y | +12.6% | +14.3% | -1.7% | +5.7% |
| 3Y | +152.8% | +8.4% | +144.4% | +128.6% |
| 5Y | +140.2% | +50.0% | +90.2% | +80.3% |
| 10Y | +273.8% | +142.2% | +131.6% | +145.5% |
| All | +273.8% | +158.0% | +115.7% | +145.5% |
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