+15.8%
RTX vs CTVA
-4.9%
+20.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | +4.8% | -20.8% | +25.5% | +5.5% |
| 30D | +6.5% | -29.6% | +36.1% | +7.2% |
| 3M | -9.6% | -16.9% | +7.3% | -10.1% |
| 6M | +12.3% | -24.3% | +36.6% | +12.1% |
| YTD | +9.5% | -5.6% | +15.1% | +4.7% |
| 1Y | +15.8% | -4.2% | +20.0% | +10.6% |
| All | +15.8% | -4.9% | +20.7% | +10.6% |
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