+4,100.0%
CMG vs RTX
+779.6%
+3,320.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.5% | -3.1% | +1.6% | -0.1% |
| 30D | +12.7% | -10.6% | +23.3% | +18.3% |
| 3M | +26.3% | +11.6% | +14.6% | +19.1% |
| 6M | +4.5% | -4.5% | +9.0% | +5.7% |
| YTD | -0.1% | +9.6% | -9.7% | -5.7% |
| 1Y | -6.8% | +30.8% | -37.6% | -19.6% |
| 3Y | -5.0% | +152.8% | -157.8% | -41.8% |
| 5Y | -3.0% | +167.1% | -170.1% | -43.6% |
| 10Y | +323.6% | +275.2% | +48.4% | +82.8% |
| All | +4,100.0% | +779.6% | +3,320.4% | +972.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling