+269.0%
RTX vs CP
+251.7%
+17.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | +7.8% | +9.6% | -1.8% | +3.2% |
| 3M | -9.8% | +2.2% | -12.0% | -11.0% |
| 6M | +13.5% | +11.1% | +2.4% | +7.3% |
| YTD | +10.9% | +28.2% | -17.2% | -2.6% |
| 1Y | +14.0% | +32.2% | -18.2% | -1.5% |
| 3Y | +159.9% | +35.5% | +124.4% | +113.1% |
| 5Y | +151.7% | +26.8% | +124.9% | +107.1% |
| 10Y | +269.0% | +256.9% | +12.1% | +85.7% |
| All | +269.0% | +251.7% | +17.3% | +85.7% |
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