+150.6%
RTX vs CSGP
-61.9%
+212.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -5.2% | -4.1% | -1.1% | -4.8% |
| 30D | -9.4% | +2.3% | -11.7% | -9.6% |
| 3M | +12.3% | -8.2% | +20.5% | +12.8% |
| 6M | -3.1% | -35.1% | +31.9% | +0.8% |
| YTD | +10.7% | -54.0% | +64.7% | +19.6% |
| 1Y | +28.4% | -65.3% | +93.7% | +44.1% |
| All | +150.6% | -61.9% | +212.5% | +170.3% |
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 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