+10,292.5%
RTX vs CPB
+349.9%
+9,942.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | +7.8% | +16.9% | -9.1% | +3.5% |
| 3M | -9.8% | -0.6% | -9.2% | -10.2% |
| 6M | +13.5% | +11.4% | +2.2% | +9.4% |
| YTD | +10.9% | -14.8% | +25.8% | +13.7% |
| 1Y | +14.0% | -24.8% | +38.7% | +20.4% |
| 3Y | +159.9% | -36.6% | +196.5% | +182.3% |
| 5Y | +151.7% | -33.3% | +185.0% | +166.6% |
| 10Y | +269.0% | -40.4% | +309.4% | +281.9% |
| All | +10,292.5% | +349.9% | +9,942.6% | +5,923.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling