+10,266.7%
RTX vs CLF
+714.0%
+9,552.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -5.2% | +7.6% | -12.7% | -6.3% |
| 30D | -9.4% | -1.2% | -8.2% | -9.4% |
| 3M | +12.3% | -13.4% | +25.7% | +13.9% |
| 6M | -3.1% | +15.4% | -18.5% | -6.5% |
| YTD | +10.7% | -5.9% | +16.5% | +9.4% |
| 1Y | +28.4% | +18.8% | +9.6% | +20.5% |
| 3Y | +147.1% | -19.4% | +166.5% | +133.8% |
| 5Y | +167.2% | -47.7% | +215.0% | +160.0% |
| 10Y | +274.7% | +130.4% | +144.3% | +156.5% |
| All | +10,266.7% | +714.0% | +9,552.6% | +3,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling