+30.8%
RTX vs CLS
+33.9%
-3.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -1.0% |
| 7D | -3.1% | +12.8% | -15.9% | -3.2% |
| 30D | -10.6% | +3.8% | -14.4% | -10.7% |
| 3M | +11.6% | -14.6% | +26.3% | +11.7% |
| 6M | -4.5% | +32.2% | -36.8% | -7.3% |
| YTD | +9.6% | +11.6% | -2.0% | +7.0% |
| 1Y | +30.8% | +35.1% | -4.2% | +29.2% |
| All | +30.8% | +33.9% | -3.0% | +29.2% |
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 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