+267.0%
RTX vs CLS
+2,031.1%
-1,764.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.0% | -2.2% |
| 7D | +3.4% | +23.5% | -20.2% | 0.0% |
| 30D | +8.4% | -28.9% | +37.3% | +13.3% |
| 3M | -10.7% | -25.2% | +14.5% | -8.0% |
| 6M | +11.7% | -32.1% | +43.8% | +14.5% |
| YTD | +9.3% | -14.1% | +23.4% | +4.9% |
| 1Y | +13.3% | -24.1% | +37.4% | +10.4% |
| 3Y | +156.1% | +897.0% | -740.9% | +18.3% |
| 5Y | +148.5% | +2,089.9% | -1,941.4% | -15.9% |
| All | +267.0% | +2,031.1% | -1,764.1% | -9.2% |
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