+28.4%
RTX vs CNH
+29.2%
-0.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.9% |
| 7D | -5.2% | +23.3% | -28.4% | -6.4% |
| 30D | -9.4% | +33.5% | -42.8% | -11.2% |
| 3M | +12.3% | +32.7% | -20.4% | +9.9% |
| 6M | -3.1% | +22.2% | -25.3% | -4.3% |
| YTD | +10.7% | +57.7% | -47.0% | +6.5% |
| 1Y | +28.4% | +28.0% | +0.4% | +27.5% |
| All | +28.4% | +29.2% | -0.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling