+13.4%
RTX vs CNH
+28.7%
-15.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +2.2% |
| 7D | -1.7% | +4.5% | -6.3% | -2.0% |
| 30D | +7.7% | +7.6% | +0.1% | +7.2% |
| 3M | -10.3% | +17.0% | -27.3% | -11.6% |
| 6M | +14.6% | +12.9% | +1.6% | +13.2% |
| YTD | +10.4% | +34.3% | -23.9% | +8.8% |
| All | +13.4% | +28.7% | -15.3% | +11.5% |
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