+144.2%
RTX vs CRL
+86.4%
+57.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -1.8% |
| 7D | -5.1% | -6.1% | +1.0% | -4.8% |
| 30D | +5.1% | +12.4% | -7.3% | +4.2% |
| 3M | -14.8% | +27.1% | -41.9% | -16.5% |
| 6M | +8.0% | +85.7% | -77.7% | +2.8% |
| YTD | +4.5% | +69.2% | -64.7% | -0.3% |
| 1Y | +9.8% | +97.5% | -87.7% | +3.6% |
| 3Y | +144.2% | +86.1% | +58.1% | +130.9% |
| All | +144.2% | +86.4% | +57.8% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling