+187.0%
RTX vs CTVA
+197.7%
-10.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | +7.8% | -8.7% | +16.6% | +11.4% |
| 3M | -9.8% | +6.4% | -16.2% | -13.4% |
| 6M | +13.5% | -1.9% | +15.4% | +11.8% |
| YTD | +10.9% | +21.5% | -10.6% | -0.7% |
| 1Y | +14.0% | +24.3% | -10.3% | +0.9% |
| 3Y | +159.9% | +91.8% | +68.1% | +82.0% |
| 5Y | +151.7% | +78.4% | +73.3% | +77.7% |
| All | +187.0% | +197.7% | -10.8% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling