+9,685.3%
RTX vs CPB
+360.6%
+9,324.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -5.1% | +8.0% | -13.1% | -7.0% |
| 30D | +5.1% | +22.4% | -17.2% | -0.2% |
| 3M | -14.8% | +2.5% | -17.3% | -15.8% |
| 6M | +8.0% | +12.2% | -4.2% | +3.9% |
| YTD | +4.5% | -12.8% | +17.3% | +6.5% |
| 1Y | +9.8% | -19.2% | +29.0% | +13.9% |
| 3Y | +144.2% | -35.6% | +179.7% | +164.2% |
| 5Y | +131.4% | -31.4% | +162.9% | +143.5% |
| 10Y | +273.3% | -37.9% | +311.2% | +281.8% |
| All | +9,685.3% | +360.6% | +9,324.8% | +5,540.2% |
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 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