+2,359.6%
RTX vs CLS
+3,265.4%
-905.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -5.2% | +4.6% | -9.7% | -6.0% |
| 30D | -9.4% | -13.9% | +4.5% | -7.6% |
| 3M | +12.3% | -26.6% | +38.9% | +16.3% |
| 6M | -3.1% | +15.4% | -18.5% | -9.2% |
| YTD | +10.7% | +5.7% | +5.0% | +4.5% |
| 1Y | +28.4% | +41.1% | -12.7% | +12.9% |
| 3Y | +147.1% | +1,228.6% | -1,081.5% | +28.0% |
| 5Y | +167.2% | +3,240.6% | -3,073.4% | +11.0% |
| 10Y | +274.7% | +2,760.3% | -2,485.6% | +51.2% |
| All | +2,359.6% | +3,265.4% | -905.8% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling