+278.5%
RTX vs CB
+219.1%
+59.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.5% |
| 7D | -5.2% | +0.5% | -5.6% | -5.5% |
| 30D | -9.4% | -3.1% | -6.3% | -7.7% |
| 3M | +12.3% | +9.0% | +3.3% | +6.1% |
| 6M | -3.1% | +2.9% | -6.0% | -5.4% |
| YTD | +10.7% | +10.1% | +0.6% | +3.2% |
| 1Y | +28.4% | +22.8% | +5.6% | +11.6% |
| 3Y | +147.1% | +73.8% | +73.3% | +65.8% |
| 5Y | +167.2% | +99.2% | +68.1% | +59.6% |
| All | +278.5% | +219.1% | +59.4% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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