+152.8%
RTX vs CRL
+42.4%
+110.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -5.2% | -1.0% | -4.1% | -5.1% |
| 30D | -9.4% | +10.7% | -20.0% | -10.2% |
| 3M | +12.3% | +55.3% | -43.0% | +8.2% |
| 6M | -3.1% | +60.7% | -63.8% | -7.2% |
| YTD | +10.7% | +44.6% | -34.0% | +6.7% |
| 1Y | +28.4% | +77.7% | -49.3% | +21.8% |
| All | +152.8% | +42.4% | +110.3% | +138.1% |
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