+273.8%
RTX vs CSGP
+72.5%
+201.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.8% |
| 30D | +5.6% | +5.3% | +0.3% | +3.7% |
| 3M | -11.7% | +3.3% | -15.0% | -13.3% |
| 6M | +12.3% | -4.7% | +17.0% | +11.6% |
| YTD | +8.2% | -53.5% | +61.7% | +27.6% |
| 1Y | +12.6% | -53.7% | +66.3% | +32.6% |
| 3Y | +152.8% | -59.7% | +212.6% | +200.4% |
| 5Y | +140.2% | -62.5% | +202.7% | +184.0% |
| 10Y | +273.8% | +67.3% | +206.5% | +208.3% |
| All | +273.8% | +72.5% | +201.2% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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