+151.7%
RTX vs CLF
-41.3%
+193.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +1.4% | +2.3% | -0.9% | +1.1% |
| 30D | +7.8% | +1.9% | +5.9% | +7.2% |
| 3M | -9.8% | +5.9% | -15.7% | -10.8% |
| 6M | +13.5% | +16.9% | -3.4% | +10.5% |
| YTD | +10.9% | -1.1% | +12.0% | +8.9% |
| 1Y | +14.0% | +28.8% | -14.8% | +9.0% |
| 3Y | +159.9% | -20.6% | +180.5% | +152.2% |
| 5Y | +151.7% | -41.5% | +193.2% | +152.7% |
| All | +151.7% | -41.3% | +193.0% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling