-5.2%
CMG vs RTX
+161.3%
-166.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -6.5% | -1.6% | -4.9% | -6.1% |
| 30D | +12.1% | -11.6% | +23.7% | +15.5% |
| 3M | +20.6% | +9.2% | +11.4% | +17.1% |
| 6M | +2.1% | -4.4% | +6.5% | +2.6% |
| YTD | -2.6% | +8.9% | -11.5% | -5.9% |
| 1Y | -8.7% | +32.1% | -40.8% | -17.0% |
| 3Y | -7.4% | +151.2% | -158.6% | -31.3% |
| All | -5.2% | +161.3% | -166.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling