+267.0%
RTX vs CP
+259.0%
+8.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.9% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | +8.4% | +10.3% | -2.0% | +3.4% |
| 3M | -10.7% | +2.3% | -12.9% | -11.9% |
| 6M | +11.7% | +10.7% | +1.0% | +5.8% |
| YTD | +9.3% | +29.3% | -20.0% | -4.4% |
| 1Y | +13.3% | +31.5% | -18.2% | -1.9% |
| 3Y | +156.1% | +36.7% | +119.4% | +109.1% |
| 5Y | +148.5% | +26.8% | +121.7% | +104.8% |
| All | +267.0% | +259.0% | +8.0% | +84.3% |
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