+267.0%
RTX vs CRL
+354.1%
-87.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +3.4% | +8.9% | -5.5% | +1.3% |
| 30D | +8.4% | +14.0% | -5.6% | +4.7% |
| 3M | -10.7% | +19.8% | -30.5% | -15.0% |
| 6M | +11.7% | +102.0% | -90.3% | -6.8% |
| YTD | +9.3% | +70.8% | -61.5% | -6.1% |
| 1Y | +13.3% | +98.7% | -85.4% | -6.5% |
| 3Y | +156.1% | +98.2% | +58.0% | +96.7% |
| 5Y | +148.5% | -11.7% | +160.2% | +148.3% |
| All | +267.0% | +354.1% | -87.1% | +81.8% |
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