+294.0%
RTX vs CNH
+36.9%
+257.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.1% |
| 7D | +3.4% | +6.4% | -3.0% | +1.1% |
| 30D | +8.4% | -1.6% | +10.0% | +8.6% |
| 3M | -10.7% | +11.6% | -22.2% | -15.3% |
| 6M | +11.7% | +12.5% | -0.8% | +4.4% |
| YTD | +9.3% | +31.1% | -21.7% | -4.0% |
| 1Y | +13.3% | +17.0% | -3.7% | +3.3% |
| 3Y | +156.1% | +28.7% | +127.4% | +114.3% |
| 5Y | +148.5% | -17.4% | +165.9% | +136.5% |
| 10Y | +263.6% | +105.0% | +158.7% | +127.3% |
| All | +294.0% | +36.9% | +257.2% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling