+268.6%
RTX vs CB
+246.9%
+21.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.1% |
| 7D | -1.7% | +0.7% | -2.4% | -2.2% |
| 30D | +7.7% | +8.2% | -0.5% | +2.7% |
| 3M | -10.3% | +6.3% | -16.6% | -13.7% |
| 6M | +14.6% | +16.2% | -1.6% | +4.0% |
| YTD | +10.4% | +19.3% | -9.0% | -2.0% |
| 1Y | +13.5% | +29.2% | -15.7% | -4.3% |
| 3Y | +158.6% | +71.4% | +87.1% | +76.3% |
| 5Y | +147.3% | +104.2% | +43.0% | +46.2% |
| 10Y | +268.6% | +246.7% | +22.0% | +50.0% |
| All | +268.6% | +246.9% | +21.7% | +50.0% |
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