+273.8%
RTX vs CNH
+134.0%
+139.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.9% | -7.3% | -0.1% |
| 7D | -3.2% | +8.6% | -11.7% | -6.0% |
| 30D | +5.6% | +12.6% | -7.0% | +1.0% |
| 3M | -11.7% | +17.5% | -29.2% | -18.0% |
| 6M | +12.3% | +18.1% | -5.8% | +2.9% |
| YTD | +8.2% | +40.4% | -32.2% | -8.2% |
| 1Y | +12.6% | +34.0% | -21.4% | -3.1% |
| 3Y | +152.8% | +35.3% | +117.5% | +103.9% |
| 5Y | +140.2% | -5.1% | +145.3% | +113.9% |
| 10Y | +273.8% | +124.0% | +149.7% | +109.9% |
| All | +273.8% | +134.0% | +139.8% | +109.9% |
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