+156.7%
RTX vs CPB
-37.1%
+193.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +3.4% | -5.8% | +9.2% | +3.7% |
| 30D | +8.4% | +16.5% | -8.1% | +7.4% |
| 3M | -10.7% | -1.1% | -9.6% | -10.8% |
| 6M | +11.7% | +11.5% | +0.2% | +10.4% |
| YTD | +9.3% | -15.7% | +25.1% | +9.8% |
| 1Y | +13.3% | -24.7% | +38.0% | +15.0% |
| All | +156.7% | -37.1% | +193.8% | +164.5% |
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