+9,806.7%
RTX vs CL
+5,456.9%
+4,349.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.8% | +5.9% | -9.7% | -6.0% |
| 30D | +4.7% | +13.8% | -9.1% | -0.6% |
| 3M | -13.4% | +6.4% | -19.8% | -15.7% |
| 6M | +11.8% | +15.6% | -3.8% | +5.1% |
| YTD | +5.8% | +27.9% | -22.1% | -4.9% |
| 1Y | +11.9% | +31.4% | -19.5% | -0.6% |
| 3Y | +146.3% | +41.4% | +104.9% | +108.7% |
| 5Y | +134.3% | +42.8% | +91.5% | +95.9% |
| 10Y | +277.9% | +79.7% | +198.2% | +182.9% |
| All | +9,806.7% | +5,456.9% | +4,349.8% | +2,020.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling