+275.2%
RTX vs CNH
+152.9%
+122.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.9% |
| 7D | -3.1% | +8.8% | -11.9% | -6.2% |
| 30D | -10.6% | +24.7% | -35.2% | -18.0% |
| 3M | +11.6% | +27.3% | -15.7% | +0.7% |
| 6M | -4.5% | +23.2% | -27.7% | -13.6% |
| YTD | +9.6% | +48.9% | -39.4% | -8.2% |
| 1Y | +30.8% | +19.4% | +11.4% | +18.6% |
| 3Y | +152.8% | +7.8% | +145.1% | +127.4% |
| 5Y | +167.1% | +8.7% | +158.4% | +124.9% |
| 10Y | +275.2% | +149.5% | +125.6% | +95.9% |
| All | +275.2% | +152.9% | +122.2% | +95.9% |
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