+273.8%
RTX vs CP
+261.0%
+12.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.6% |
| 7D | -3.2% | +2.8% | -6.0% | -4.5% |
| 30D | +5.6% | +11.3% | -5.8% | +0.3% |
| 3M | -11.7% | +2.9% | -14.5% | -13.1% |
| 6M | +12.3% | +9.8% | +2.6% | +6.8% |
| YTD | +8.2% | +28.5% | -20.3% | -5.2% |
| 1Y | +12.6% | +33.5% | -20.9% | -3.2% |
| 3Y | +152.8% | +31.9% | +120.9% | +110.3% |
| 5Y | +140.2% | +25.5% | +114.7% | +99.0% |
| 10Y | +273.8% | +257.6% | +16.2% | +85.6% |
| All | +273.8% | +261.0% | +12.8% | +85.6% |
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