+8.0%
RTX vs CL
+11.6%
-3.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.7% |
| 7D | -5.1% | +1.3% | -6.5% | -5.5% |
| 30D | +5.1% | +11.4% | -6.2% | +2.2% |
| 3M | -14.8% | +4.4% | -19.2% | -15.8% |
| 6M | +8.0% | +10.8% | -2.7% | +5.1% |
| All | +8.0% | +11.6% | -3.6% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling