+28.4%
RTX vs CTVA
+22.4%
+6.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -5.2% | +4.9% | -10.1% | -5.5% |
| 30D | -9.4% | +11.9% | -21.3% | -10.1% |
| 3M | +12.3% | +13.7% | -1.4% | +10.7% |
| 6M | -3.1% | +13.1% | -16.3% | -4.6% |
| YTD | +10.7% | +32.0% | -21.3% | +7.4% |
| 1Y | +28.4% | +22.1% | +6.3% | +23.4% |
| All | +28.4% | +22.4% | +6.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling