+275.2%
RTX vs CRL
+241.6%
+33.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.4% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -10.6% | +5.0% | -15.5% | -11.7% |
| 3M | +11.6% | +50.6% | -38.9% | +0.8% |
| 6M | -4.5% | +60.9% | -65.4% | -15.9% |
| YTD | +9.6% | +40.7% | -31.2% | -0.9% |
| 1Y | +30.8% | +73.3% | -42.5% | +11.6% |
| 3Y | +152.8% | +40.6% | +112.3% | +114.6% |
| 5Y | +167.1% | -37.0% | +204.1% | +197.1% |
| 10Y | +275.2% | +244.3% | +30.9% | +92.2% |
| All | +275.2% | +241.6% | +33.6% | +92.2% |
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