+273.8%
RTX vs CL
+76.2%
+197.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.1% | +3.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | +5.6% | +11.6% | -6.0% | +1.2% |
| 3M | -11.7% | +5.6% | -17.3% | -13.6% |
| 6M | +12.3% | +13.2% | -0.8% | +6.7% |
| YTD | +8.2% | +26.9% | -18.7% | -2.1% |
| 1Y | +12.6% | +27.3% | -14.8% | +1.6% |
| 3Y | +152.8% | +39.7% | +113.1% | +113.4% |
| 5Y | +140.2% | +41.3% | +98.9% | +99.2% |
| 10Y | +273.8% | +76.3% | +197.5% | +178.2% |
| All | +273.8% | +76.2% | +197.6% | +178.2% |
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