+273.8%
RTX vs CRL
+400.8%
-127.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.5% |
| 7D | -3.2% | +4.4% | -7.6% | -4.3% |
| 30D | +5.6% | +17.1% | -11.5% | +1.4% |
| 3M | -11.7% | +32.1% | -43.8% | -17.9% |
| 6M | +12.3% | +98.9% | -86.6% | -5.9% |
| YTD | +8.2% | +77.1% | -68.9% | -7.8% |
| 1Y | +12.6% | +110.3% | -97.7% | -8.3% |
| 3Y | +152.8% | +108.5% | +44.3% | +91.6% |
| 5Y | +140.2% | -7.9% | +148.1% | +137.3% |
| 10Y | +273.8% | +368.9% | -95.2% | +84.3% |
| All | +273.8% | +400.8% | -127.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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