+147.4%
RTX vs CLS
+1,955.9%
-1,808.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.4% |
| 7D | +4.8% | +16.3% | -11.5% | +3.9% |
| 30D | +6.5% | -25.7% | +32.2% | +7.9% |
| 3M | -9.6% | -30.9% | +21.2% | -8.3% |
| 6M | +12.3% | -35.5% | +47.8% | +13.6% |
| YTD | +9.5% | -18.7% | +28.1% | +7.7% |
| 1Y | +15.8% | -17.9% | +33.7% | +13.6% |
| 3Y | +157.0% | +838.1% | -681.1% | +83.8% |
| All | +147.4% | +1,955.9% | -1,808.5% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling