+267.0%
RTX vs CI
+166.5%
+100.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.3% |
| 7D | -5.1% | -1.6% | -3.6% | -4.7% |
| 30D | +5.1% | +5.4% | -0.3% | +3.1% |
| 3M | -14.8% | +7.3% | -22.1% | -17.2% |
| 6M | +8.0% | +5.3% | +2.7% | +5.3% |
| YTD | +4.5% | +8.5% | -4.0% | +0.2% |
| 1Y | +9.8% | +17.1% | -7.3% | +2.2% |
| 3Y | +144.2% | +1.4% | +142.8% | +127.6% |
| 5Y | +131.4% | +50.5% | +81.0% | +73.4% |
| All | +267.0% | +166.5% | +100.5% | +137.5% |
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