+150.6%
RTX vs CL
+30.5%
+120.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -5.2% | -2.2% | -3.0% | -4.8% |
| 30D | -9.4% | -4.8% | -4.5% | -8.6% |
| 3M | +12.3% | +4.9% | +7.4% | +11.4% |
| 6M | -3.1% | -5.7% | +2.6% | -2.6% |
| YTD | +10.7% | +14.4% | -3.7% | +8.4% |
| 1Y | +28.4% | +8.7% | +19.7% | +26.6% |
| All | +150.6% | +30.5% | +120.2% | +126.4% |
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