+267.4%
RTX vs CRS
+790.4%
-523.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | +4.8% | +4.8% | 0.0% | +3.3% |
| 30D | +6.5% | -23.2% | +29.7% | +13.3% |
| 3M | -9.6% | -45.5% | +35.9% | +5.7% |
| 6M | +12.3% | -33.1% | +45.4% | +23.0% |
| YTD | +9.5% | -7.2% | +16.7% | +7.7% |
| 1Y | +15.8% | -10.0% | +25.9% | +14.8% |
| 3Y | +157.0% | +332.3% | -175.3% | +47.2% |
| 5Y | +148.8% | +801.9% | -653.1% | +3.3% |
| All | +267.4% | +790.4% | -523.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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