+267.4%
RTX vs CSGP
+65.8%
+201.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.5% |
| 7D | +4.8% | +1.3% | +3.4% | +4.4% |
| 30D | +6.5% | +2.8% | +3.7% | +5.1% |
| 3M | -9.6% | -6.3% | -3.3% | -9.1% |
| 6M | +12.3% | -3.2% | +15.5% | +11.2% |
| YTD | +9.5% | -54.0% | +63.4% | +29.4% |
| 1Y | +15.8% | -54.8% | +70.7% | +37.4% |
| 3Y | +157.0% | -60.6% | +217.6% | +207.4% |
| 5Y | +148.8% | -62.6% | +211.4% | +194.4% |
| All | +267.4% | +65.8% | +201.6% | +192.1% |
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