+10,266.7%
RTX vs CP
+7,669.4%
+2,597.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.2% | -2.7% | -2.5% | -4.2% |
| 30D | -9.4% | +0.2% | -9.5% | -9.6% |
| 3M | +12.3% | +2.6% | +9.7% | +10.8% |
| 6M | -3.1% | +6.0% | -9.1% | -5.8% |
| YTD | +10.7% | +24.9% | -14.3% | +0.6% |
| 1Y | +28.4% | +20.1% | +8.3% | +18.4% |
| 3Y | +147.1% | +16.4% | +130.7% | +125.3% |
| 5Y | +167.2% | +31.7% | +135.5% | +127.9% |
| 10Y | +274.7% | +223.9% | +50.9% | +123.7% |
| All | +10,266.7% | +7,669.4% | +2,597.3% | +1,641.0% |
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