+2,323.6%
RTX vs CSGP
+3,334.4%
-1,010.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.2% |
| 7D | -5.2% | -4.1% | -1.1% | -4.4% |
| 30D | -9.4% | +2.3% | -11.7% | -10.0% |
| 3M | +12.3% | -8.2% | +20.5% | +13.3% |
| 6M | -3.1% | -35.1% | +31.9% | +3.8% |
| YTD | +10.7% | -54.0% | +64.7% | +25.6% |
| 1Y | +28.4% | -65.3% | +93.7% | +53.2% |
| 3Y | +147.1% | -62.6% | +209.6% | +186.0% |
| 5Y | +167.2% | -64.8% | +232.1% | +206.7% |
| 10Y | +274.7% | +45.1% | +229.6% | +230.0% |
| All | +2,323.6% | +3,334.4% | -1,010.8% | +1,125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling