+14.7%
RTX vs CLS
-28.7%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.4% | -2.6% |
| 7D | +1.3% | -21.1% | +22.5% | +1.3% |
| 30D | +7.6% | -38.2% | +45.9% | +7.9% |
| 3M | -8.6% | -36.3% | +27.7% | -8.6% |
| 6M | +15.6% | -43.8% | +59.4% | +15.9% |
| YTD | +9.4% | -20.0% | +29.4% | +5.7% |
| 1Y | +14.7% | -29.6% | +44.3% | +11.3% |
| All | +14.7% | -28.7% | +43.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling