+10,266.7%
RTX vs CRS
+10,171.0%
+95.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -9.4% | -16.6% | +7.3% | -5.0% |
| 3M | +12.3% | -3.5% | +15.8% | +12.6% |
| 6M | -3.1% | +15.4% | -18.6% | -8.0% |
| YTD | +10.7% | +51.2% | -40.5% | -2.8% |
| 1Y | +28.4% | +98.3% | -69.9% | +3.5% |
| 3Y | +147.1% | +651.5% | -504.5% | +31.2% |
| 5Y | +167.2% | +1,411.1% | -1,243.9% | +10.6% |
| 10Y | +274.7% | +1,424.3% | -1,149.6% | +38.5% |
| All | +10,266.7% | +10,171.0% | +95.7% | +1,712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling