+268.6%
RTX vs CL
+78.1%
+190.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -1.7% | +2.6% | -4.3% | -2.7% |
| 30D | +7.7% | +11.8% | -4.1% | +3.1% |
| 3M | -10.3% | +5.9% | -16.2% | -12.4% |
| 6M | +14.6% | +13.3% | +1.3% | +8.7% |
| YTD | +10.4% | +27.1% | -16.7% | -0.3% |
| 1Y | +13.5% | +28.0% | -14.5% | +2.1% |
| 3Y | +158.6% | +39.4% | +119.2% | +117.9% |
| 5Y | +147.3% | +40.8% | +106.5% | +104.7% |
| 10Y | +268.6% | +84.9% | +183.8% | +171.0% |
| All | +268.6% | +78.1% | +190.6% | +171.0% |
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