+1,733.4%
RTX vs CRL
+1,630.9%
+102.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -3.1% |
| 7D | -5.1% | -6.1% | +1.0% | -3.9% |
| 30D | +5.1% | +12.4% | -7.3% | +1.8% |
| 3M | -14.8% | +27.1% | -41.9% | -20.2% |
| 6M | +8.0% | +85.7% | -77.7% | -8.3% |
| YTD | +4.5% | +69.2% | -64.7% | -10.4% |
| 1Y | +9.8% | +97.5% | -87.7% | -9.4% |
| 3Y | +144.2% | +86.1% | +58.1% | +92.3% |
| 5Y | +131.4% | -10.0% | +141.5% | +114.1% |
| 10Y | +273.3% | +395.0% | -121.7% | +110.5% |
| All | +1,733.4% | +1,630.9% | +102.5% | +646.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling