+144.2%
RTX vs CSGP
-60.4%
+204.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.9% |
| 7D | -5.1% | +1.3% | -6.4% | -5.3% |
| 30D | +5.1% | +10.7% | -5.5% | +4.1% |
| 3M | -14.8% | +3.3% | -18.1% | -15.3% |
| 6M | +8.0% | -10.3% | +18.4% | +8.5% |
| YTD | +4.5% | -54.6% | +59.0% | +12.1% |
| 1Y | +9.8% | -54.6% | +64.5% | +17.8% |
| 3Y | +144.2% | -60.3% | +204.5% | +168.0% |
| All | +144.2% | -60.4% | +204.6% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling