+283.9%
RTX vs CPB
-44.2%
+328.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | -8.0% | +6.4% | -0.9% |
| 30D | -11.6% | -2.4% | -9.2% | -11.4% |
| 3M | +9.2% | +0.5% | +8.6% | +8.8% |
| 6M | -4.4% | -10.5% | +6.0% | -3.7% |
| YTD | +8.9% | -17.5% | +26.4% | +10.5% |
| 1Y | +32.1% | -31.0% | +63.1% | +36.6% |
| 3Y | +151.2% | -40.6% | +191.9% | +162.7% |
| 5Y | +162.9% | -37.7% | +200.6% | +173.8% |
| 10Y | +283.9% | -43.4% | +327.4% | +295.2% |
| All | +283.9% | -44.2% | +328.1% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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