+2,221.7%
RTX vs CLS
+2,126.9%
+94.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -5.1% | -22.2% | +17.0% | -1.2% |
| 30D | +5.1% | -44.4% | +49.5% | +15.1% |
| 3M | -14.8% | -34.3% | +19.5% | -10.0% |
| 6M | +8.0% | -50.1% | +58.1% | +17.2% |
| YTD | +4.5% | -30.1% | +34.5% | +4.5% |
| 1Y | +9.8% | -39.3% | +49.2% | +11.8% |
| 3Y | +144.2% | +732.7% | -588.5% | +36.2% |
| 5Y | +131.4% | +1,777.2% | -1,645.8% | +5.8% |
| 10Y | +273.3% | +1,645.6% | -1,372.4% | +62.1% |
| All | +2,221.7% | +2,126.9% | +94.8% | +465.7% |
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