+169.3%
RTX vs CSGP
-64.7%
+234.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.3% |
| 7D | -5.2% | -4.1% | -1.1% | -4.6% |
| 30D | -9.4% | +2.3% | -11.7% | -9.8% |
| 3M | +12.3% | -8.2% | +20.5% | +13.1% |
| 6M | -3.1% | -35.1% | +31.9% | +2.4% |
| YTD | +10.7% | -54.0% | +64.7% | +23.0% |
| 1Y | +28.4% | -65.3% | +93.7% | +49.4% |
| 3Y | +147.1% | -62.6% | +209.6% | +179.1% |
| All | +169.3% | -64.7% | +234.0% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling