+214.1%
RTX vs CLBK
+63.6%
+150.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.4% | +2.2% | -0.7% | +0.7% |
| 30D | +7.8% | +5.0% | +2.9% | +5.9% |
| 3M | -9.8% | +3.3% | -13.0% | -11.0% |
| 6M | +13.5% | +29.6% | -16.1% | +2.7% |
| YTD | +10.9% | +62.1% | -51.2% | -8.2% |
| 1Y | +14.0% | +64.3% | -50.4% | -6.4% |
| 3Y | +159.9% | +55.6% | +104.3% | +107.4% |
| 5Y | +151.7% | +29.3% | +122.4% | +101.2% |
| All | +214.1% | +63.6% | +150.5% | +104.5% |
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