+213.4%
RTX vs CLBK
+67.9%
+145.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.2% | +1.2% | -6.4% | -5.6% |
| 30D | -9.4% | +9.1% | -18.5% | -12.3% |
| 3M | +12.3% | +27.7% | -15.4% | +2.3% |
| 6M | -3.1% | +40.8% | -44.0% | -15.0% |
| YTD | +10.7% | +66.4% | -55.7% | -9.2% |
| 1Y | +28.4% | +72.4% | -44.0% | +3.4% |
| 3Y | +147.1% | +50.7% | +96.4% | +100.8% |
| 5Y | +167.2% | +42.9% | +124.3% | +99.2% |
| All | +213.4% | +67.9% | +145.5% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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