+267.0%
RTX vs CP
+253.8%
+13.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -5.1% | +2.8% | -7.9% | -6.4% |
| 30D | +5.1% | +10.2% | -5.1% | +0.4% |
| 3M | -14.8% | +2.4% | -17.2% | -16.0% |
| 6M | +8.0% | +7.7% | +0.4% | +3.6% |
| YTD | +4.5% | +26.0% | -21.5% | -7.6% |
| 1Y | +9.8% | +34.6% | -24.8% | -6.0% |
| 3Y | +144.2% | +26.7% | +117.5% | +107.4% |
| 5Y | +131.4% | +24.9% | +106.5% | +91.6% |
| All | +267.0% | +253.8% | +13.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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