+144.2%
RTX vs CB
+71.5%
+72.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | -5.1% | +0.2% | -5.4% | -5.2% |
| 30D | +5.1% | +9.1% | -3.9% | +2.7% |
| 3M | -14.8% | +3.4% | -18.2% | -15.6% |
| 6M | +8.0% | +14.1% | -6.1% | +4.3% |
| YTD | +4.5% | +18.0% | -13.6% | -0.1% |
| 1Y | +9.8% | +30.1% | -20.3% | +2.1% |
| 3Y | +144.2% | +71.8% | +72.4% | +115.0% |
| All | +144.2% | +71.5% | +72.7% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling