+267.0%
RTX vs CLF
+104.8%
+162.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -5.1% | -19.6% | +14.4% | -2.0% |
| 30D | +5.1% | -5.0% | +10.1% | +5.3% |
| 3M | -14.8% | -6.3% | -8.5% | -14.8% |
| 6M | +8.0% | +2.8% | +5.3% | +5.5% |
| YTD | +4.5% | -13.7% | +18.2% | +3.6% |
| 1Y | +9.8% | +13.6% | -3.7% | +4.0% |
| 3Y | +144.2% | -34.0% | +178.2% | +137.0% |
| 5Y | +131.4% | -48.7% | +180.2% | +124.9% |
| All | +267.0% | +104.8% | +162.3% | +138.1% |
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