+273.8%
RTX vs CLS
+1,765.4%
-1,491.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.9% | -4.3% | +2.4% |
| 7D | -3.2% | -10.6% | +7.4% | -1.7% |
| 30D | +5.6% | -38.4% | +44.0% | +12.8% |
| 3M | -11.7% | -29.9% | +18.2% | -8.2% |
| 6M | +12.3% | -40.6% | +53.0% | +17.6% |
| YTD | +8.2% | -24.6% | +32.8% | +6.0% |
| 1Y | +12.6% | -30.8% | +43.4% | +11.1% |
| 3Y | +152.8% | +811.7% | -658.9% | +17.7% |
| 5Y | +140.2% | +1,838.4% | -1,698.2% | -17.3% |
| 10Y | +273.8% | +1,751.5% | -1,477.7% | -5.3% |
| All | +273.8% | +1,765.4% | -1,491.7% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling