+151.7%
RTX vs CB
+105.3%
+46.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.4% | -1.0% | +2.5% | +1.9% |
| 30D | +7.8% | +7.3% | +0.5% | +4.7% |
| 3M | -9.8% | +7.0% | -16.8% | -12.3% |
| 6M | +13.5% | +16.3% | -2.8% | +6.3% |
| YTD | +10.9% | +19.7% | -8.8% | +2.4% |
| 1Y | +14.0% | +27.8% | -13.8% | +2.1% |
| 3Y | +159.9% | +72.0% | +87.9% | +97.0% |
| 5Y | +151.7% | +104.9% | +46.8% | +67.9% |
| All | +151.7% | +105.3% | +46.4% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling