+268.6%
RTX vs CLF
+82.3%
+186.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.3% |
| 7D | -1.7% | -9.1% | +7.3% | -0.4% |
| 30D | +7.7% | -0.9% | +8.6% | +7.2% |
| 3M | -10.3% | +3.0% | -13.3% | -11.7% |
| 6M | +14.6% | +16.7% | -2.1% | +9.7% |
| YTD | +10.4% | -3.2% | +13.5% | +7.5% |
| 1Y | +13.5% | +24.6% | -11.1% | +5.9% |
| 3Y | +158.6% | -22.3% | +180.9% | +144.1% |
| 5Y | +147.3% | -41.2% | +188.5% | +135.0% |
| 10Y | +268.6% | +83.5% | +185.1% | +138.0% |
| All | +268.6% | +82.3% | +186.4% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling