+269.0%
RTX vs CNH
+113.9%
+155.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | +1.4% | +6.7% | -5.2% | -1.0% |
| 30D | +7.8% | +7.2% | +0.6% | +4.8% |
| 3M | -9.8% | +17.5% | -27.3% | -16.3% |
| 6M | +13.5% | +15.0% | -1.4% | +4.9% |
| YTD | +10.9% | +36.8% | -25.8% | -5.1% |
| 1Y | +14.0% | +27.6% | -13.7% | -0.2% |
| 3Y | +159.9% | +34.3% | +125.6% | +109.6% |
| 5Y | +151.7% | -12.2% | +163.9% | +132.4% |
| 10Y | +269.0% | +113.9% | +155.1% | +117.0% |
| All | +269.0% | +113.9% | +155.1% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling