+9,685.3%
RTX vs CP
+7,734.8%
+1,950.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -5.1% | +2.8% | -7.9% | -6.2% |
| 30D | +5.1% | +10.2% | -5.1% | +1.1% |
| 3M | -14.8% | +2.4% | -17.2% | -15.8% |
| 6M | +8.0% | +7.7% | +0.4% | +4.4% |
| YTD | +4.5% | +26.0% | -21.5% | -5.5% |
| 1Y | +9.8% | +34.6% | -24.8% | -3.2% |
| 3Y | +144.2% | +26.7% | +117.5% | +115.4% |
| 5Y | +131.4% | +24.9% | +106.5% | +101.6% |
| 10Y | +273.3% | +258.6% | +14.6% | +114.5% |
| All | +9,685.3% | +7,734.8% | +1,950.5% | +1,535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling