+183.1%
RTX vs CTVA
+131.3%
+51.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | +4.8% | -20.8% | +25.5% | +12.1% |
| 30D | +6.5% | -29.6% | +36.1% | +19.0% |
| 3M | -9.6% | -16.9% | +7.3% | -6.7% |
| 6M | +12.3% | -24.3% | +36.6% | +19.6% |
| YTD | +9.5% | -5.6% | +15.1% | +5.6% |
| 1Y | +15.8% | -4.2% | +20.0% | +10.9% |
| 3Y | +157.0% | +43.3% | +113.7% | +97.9% |
| 5Y | +148.8% | +35.7% | +113.1% | +91.5% |
| All | +183.1% | +131.3% | +51.8% | +51.9% |
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