+30.8%
RTX vs CRL
+72.1%
-41.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -10.6% | +5.0% | -15.5% | -11.1% |
| 3M | +11.6% | +50.6% | -38.9% | +6.6% |
| 6M | -4.5% | +60.9% | -65.4% | -9.9% |
| YTD | +9.6% | +40.7% | -31.2% | +4.6% |
| 1Y | +30.8% | +73.3% | -42.5% | +21.6% |
| All | +30.8% | +72.1% | -41.2% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling