+165.0%
RTX vs CNC
+3.0%
+162.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | -11.6% | -3.8% | -7.8% | -11.3% |
| 3M | +9.2% | -3.2% | +12.4% | +9.3% |
| 6M | -4.4% | +47.9% | -52.3% | -8.2% |
| YTD | +8.9% | +55.7% | -46.8% | +3.9% |
| 1Y | +32.1% | +106.2% | -74.1% | +22.4% |
| 3Y | +151.2% | -2.1% | +153.3% | +144.5% |
| All | +165.0% | +3.0% | +162.0% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling