+169.3%
RTX vs CP
+32.0%
+137.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.2% | -2.7% | -2.5% | -4.5% |
| 30D | -9.4% | +0.2% | -9.5% | -9.5% |
| 3M | +12.3% | +2.6% | +9.7% | +11.3% |
| 6M | -3.1% | +6.0% | -9.1% | -5.0% |
| YTD | +10.7% | +24.9% | -14.3% | +3.5% |
| 1Y | +28.4% | +20.1% | +8.3% | +21.3% |
| 3Y | +147.1% | +16.4% | +130.7% | +131.1% |
| All | +169.3% | +32.0% | +137.3% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling