+275.2%
RTX vs CLS
+2,932.8%
-2,657.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -1.9% |
| 7D | -3.1% | +12.8% | -15.9% | -5.1% |
| 30D | -10.6% | +3.8% | -14.4% | -11.5% |
| 3M | +11.6% | -14.6% | +26.3% | +12.8% |
| 6M | -4.5% | +32.2% | -36.8% | -12.8% |
| YTD | +9.6% | +11.6% | -2.0% | +2.3% |
| 1Y | +30.8% | +35.1% | -4.2% | +15.3% |
| 3Y | +152.8% | +1,312.5% | -1,159.7% | +10.1% |
| 5Y | +167.1% | +3,542.1% | -3,375.0% | -19.7% |
| 10Y | +275.2% | +2,944.0% | -2,668.8% | -8.0% |
| All | +275.2% | +2,932.8% | -2,657.6% | -8.0% |
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