+182.8%
RTX vs CTVA
+125.4%
+57.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -24.3% | +22.8% | +7.2% |
| 7D | +3.4% | -23.7% | +27.0% | +12.2% |
| 30D | +8.4% | -31.2% | +39.6% | +22.1% |
| 3M | -10.7% | -18.7% | +8.1% | -7.0% |
| 6M | +11.7% | -25.5% | +37.2% | +19.6% |
| YTD | +9.3% | -8.0% | +17.3% | +6.5% |
| 1Y | +13.3% | -7.0% | +20.3% | +9.7% |
| 3Y | +156.1% | +45.2% | +110.9% | +95.2% |
| 5Y | +148.5% | +32.3% | +116.3% | +93.1% |
| All | +182.8% | +125.4% | +57.4% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling