+144.2%
RTX vs CLF
-33.4%
+177.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -5.1% | -19.6% | +14.4% | -4.0% |
| 30D | +5.1% | -5.0% | +10.1% | +5.2% |
| 3M | -14.8% | -6.3% | -8.5% | -14.8% |
| 6M | +8.0% | +2.8% | +5.3% | +7.0% |
| YTD | +4.5% | -13.7% | +18.2% | +4.0% |
| 1Y | +9.8% | +13.6% | -3.7% | +8.1% |
| 3Y | +144.2% | -34.0% | +178.2% | +137.6% |
| All | +144.2% | -33.4% | +177.6% | +137.6% |
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