+322.0%
CMG vs RTX
+286.0%
+36.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -1.5% | -0.5% | -1.6% |
| 30D | +10.9% | -11.0% | +21.9% | +15.0% |
| 3M | +15.8% | +7.7% | +8.2% | +12.4% |
| 6M | +6.9% | -3.9% | +10.8% | +7.6% |
| YTD | -2.2% | +9.0% | -11.1% | -5.9% |
| 1Y | -7.1% | +27.3% | -34.3% | -15.7% |
| 3Y | -7.1% | +172.9% | -180.0% | -36.5% |
| 5Y | -4.8% | +165.2% | -170.0% | -35.4% |
| All | +322.0% | +286.0% | +36.0% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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