+10,266.7%
RTX vs CNP
+1,826.3%
+8,440.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -5.2% | +1.1% | -6.3% | -5.4% |
| 30D | -9.4% | -1.8% | -7.6% | -9.0% |
| 3M | +12.3% | -4.6% | +16.9% | +13.5% |
| 6M | -3.1% | -8.8% | +5.7% | -1.0% |
| YTD | +10.7% | +5.2% | +5.4% | +9.0% |
| 1Y | +28.4% | +8.3% | +20.1% | +25.5% |
| 3Y | +147.1% | +54.9% | +92.2% | +118.7% |
| 5Y | +167.2% | +73.5% | +93.7% | +129.0% |
| 10Y | +274.7% | +139.1% | +135.6% | +192.8% |
| All | +10,266.7% | +1,826.3% | +8,440.3% | +4,441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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