+279.2%
RTX vs CRS
+1,392.1%
-1,112.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -1.5% | -6.8% | +5.2% | +0.4% |
| 30D | -11.0% | -16.1% | +5.2% | -6.5% |
| 3M | +7.7% | -21.2% | +28.8% | +14.4% |
| 6M | -3.9% | +8.7% | -12.6% | -7.5% |
| YTD | +9.0% | +41.0% | -32.0% | -3.2% |
| 1Y | +27.3% | +82.7% | -55.4% | +3.6% |
| 3Y | +172.9% | +604.8% | -431.9% | +38.7% |
| 5Y | +165.2% | +1,384.7% | -1,219.5% | -2.1% |
| All | +279.2% | +1,392.1% | -1,112.8% | +24.0% |
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