+30.8%
RTX vs CNH
+20.6%
+10.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.7% |
| 7D | -3.1% | +8.8% | -11.9% | -3.6% |
| 30D | -10.6% | +24.7% | -35.2% | -12.0% |
| 3M | +11.6% | +27.3% | -15.7% | +9.3% |
| 6M | -4.5% | +23.2% | -27.7% | -6.1% |
| YTD | +9.6% | +48.9% | -39.4% | +5.6% |
| 1Y | +30.8% | +19.4% | +11.4% | +31.7% |
| All | +30.8% | +20.6% | +10.3% | +31.7% |
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