+283.9%
RTX vs CLX
-3.8%
+287.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.5% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | -11.6% | -15.8% | +4.3% | -10.3% |
| 3M | +9.2% | -7.9% | +17.1% | +9.8% |
| 6M | -4.4% | -19.0% | +14.6% | -3.1% |
| YTD | +8.9% | -7.9% | +16.8% | +9.4% |
| 1Y | +32.1% | -25.4% | +57.5% | +34.6% |
| 3Y | +151.2% | -35.0% | +186.2% | +158.0% |
| 5Y | +162.9% | -36.8% | +199.7% | +168.1% |
| 10Y | +283.9% | -1.4% | +285.4% | +251.4% |
| All | +283.9% | -3.8% | +287.8% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling