+267.0%
RTX vs CL
+84.7%
+182.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +8.4% | +9.5% | -1.1% | +4.6% |
| 3M | -10.7% | +6.6% | -17.3% | -13.0% |
| 6M | +11.7% | +13.2% | -1.5% | +6.1% |
| YTD | +9.3% | +26.9% | -17.5% | -1.2% |
| 1Y | +13.3% | +27.6% | -14.3% | +2.0% |
| 3Y | +156.1% | +39.1% | +117.0% | +116.0% |
| 5Y | +148.5% | +41.3% | +107.2% | +105.3% |
| All | +267.0% | +84.7% | +182.3% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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