+147.2%
RTX vs CL
+41.3%
+105.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.8% | +5.9% | -9.7% | -4.8% |
| 30D | +4.7% | +13.8% | -9.1% | +2.4% |
| 3M | -13.4% | +6.4% | -19.8% | -14.4% |
| 6M | +11.8% | +15.6% | -3.8% | +9.0% |
| YTD | +5.8% | +27.9% | -22.1% | +1.7% |
| 1Y | +11.9% | +31.4% | -19.5% | +7.1% |
| All | +147.2% | +41.3% | +105.9% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling