+150.6%
RTX vs CPB
-40.0%
+190.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | -5.2% | -8.6% | +3.4% | -4.7% |
| 30D | -9.4% | -7.2% | -2.1% | -9.1% |
| 3M | +12.3% | +0.9% | +11.4% | +11.9% |
| 6M | -3.1% | -11.8% | +8.7% | -2.6% |
| YTD | +10.7% | -19.4% | +30.1% | +11.6% |
| 1Y | +28.4% | -30.4% | +58.8% | +31.2% |
| All | +150.6% | -40.0% | +190.6% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling