+167.1%
RTX vs CLX
-35.2%
+202.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -3.1% | -3.5% | +0.5% | -2.6% |
| 30D | -10.6% | -11.9% | +1.3% | -8.9% |
| 3M | +11.6% | -2.6% | +14.3% | +11.9% |
| 6M | -4.5% | -18.2% | +13.7% | -2.1% |
| YTD | +9.6% | -5.9% | +15.5% | +10.1% |
| 1Y | +30.8% | -23.8% | +54.7% | +35.3% |
| 3Y | +152.8% | -33.6% | +186.4% | +166.2% |
| 5Y | +167.1% | -35.7% | +202.8% | +177.8% |
| All | +167.1% | -35.2% | +202.3% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling