+267.0%
RTX vs CB
+248.0%
+19.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.1% |
| 7D | -5.1% | +0.2% | -5.4% | -5.3% |
| 30D | +5.1% | +9.1% | -3.9% | -0.3% |
| 3M | -14.8% | +3.4% | -18.2% | -16.7% |
| 6M | +8.0% | +14.1% | -6.1% | -0.9% |
| YTD | +4.5% | +18.0% | -13.6% | -6.7% |
| 1Y | +9.8% | +30.1% | -20.3% | -7.8% |
| 3Y | +144.2% | +71.8% | +72.4% | +66.0% |
| 5Y | +131.4% | +101.8% | +29.6% | +37.8% |
| All | +267.0% | +248.0% | +19.0% | +49.9% |
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