+10,266.7%
RTX vs CLX
+2,386.6%
+7,880.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -5.2% | -9.2% | +4.1% | -2.9% |
| 30D | -9.4% | -11.0% | +1.7% | -6.8% |
| 3M | +12.3% | +5.0% | +7.2% | +10.5% |
| 6M | -3.1% | -18.8% | +15.7% | +1.4% |
| YTD | +10.7% | -4.4% | +15.1% | +11.0% |
| 1Y | +28.4% | -21.9% | +50.3% | +35.1% |
| 3Y | +147.1% | -32.8% | +179.8% | +167.1% |
| 5Y | +167.2% | -34.6% | +201.8% | +185.2% |
| 10Y | +274.7% | -4.7% | +279.4% | +236.2% |
| All | +10,266.7% | +2,386.6% | +7,880.1% | +3,640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling