+160.5%
RTX vs CLF
-19.9%
+180.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.2% |
| 30D | +7.8% | +1.9% | +5.9% | +7.5% |
| 3M | -9.8% | +5.9% | -15.7% | -10.4% |
| 6M | +13.5% | +16.9% | -3.4% | +11.6% |
| YTD | +10.9% | -1.1% | +12.0% | +9.5% |
| 1Y | +14.0% | +28.8% | -14.8% | +11.3% |
| All | +160.5% | -19.9% | +180.4% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling