+157.0%
RTX vs CLS
+842.1%
-685.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.3% |
| 7D | +4.8% | +16.3% | -11.5% | +4.3% |
| 30D | +6.5% | -25.7% | +32.2% | +7.1% |
| 3M | -9.6% | -30.9% | +21.2% | -9.0% |
| 6M | +12.3% | -35.5% | +47.8% | +12.8% |
| YTD | +9.5% | -18.7% | +28.1% | +8.1% |
| 1Y | +15.8% | -17.9% | +33.7% | +14.2% |
| 3Y | +157.0% | +838.1% | -681.1% | +147.1% |
| All | +157.0% | +842.1% | -685.1% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling