+267.0%
RTX vs CPB
-40.8%
+307.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +3.4% | -5.8% | +9.2% | +3.9% |
| 30D | +8.4% | +16.5% | -8.1% | +6.7% |
| 3M | -10.7% | -1.1% | -9.6% | -10.8% |
| 6M | +11.7% | +11.5% | +0.2% | +10.1% |
| YTD | +9.3% | -15.7% | +25.1% | +10.5% |
| 1Y | +13.3% | -24.7% | +38.0% | +15.9% |
| 3Y | +156.1% | -37.3% | +193.4% | +165.9% |
| 5Y | +148.5% | -35.0% | +183.6% | +157.5% |
| All | +267.0% | -40.8% | +307.8% | +267.2% |
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