+2,216.0%
RTX vs CSGP
+3,461.1%
-1,245.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -3.8% | +13.9% | -17.7% | -6.1% |
| 30D | +4.7% | +16.0% | -11.3% | +1.4% |
| 3M | -13.4% | +6.1% | -19.5% | -15.0% |
| 6M | +11.8% | -8.2% | +20.0% | +12.0% |
| YTD | +5.8% | -52.3% | +58.1% | +18.5% |
| 1Y | +11.9% | -54.5% | +66.4% | +26.3% |
| 3Y | +146.3% | -58.6% | +204.8% | +178.4% |
| 5Y | +134.3% | -61.5% | +195.8% | +163.3% |
| 10Y | +277.9% | +74.7% | +203.2% | +220.7% |
| All | +2,216.0% | +3,461.1% | -1,245.1% | +1,056.5% |
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