+272.4%
RTX vs CME
+306.0%
-33.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.5% |
| 7D | +1.4% | +2.5% | -1.0% | +0.3% |
| 30D | +7.8% | +13.9% | -6.1% | +1.2% |
| 3M | -9.8% | +22.4% | -32.2% | -18.3% |
| 6M | +13.5% | +12.9% | +0.7% | +6.2% |
| YTD | +10.9% | +19.6% | -8.7% | +0.2% |
| 1Y | +14.0% | +17.7% | -3.7% | +3.6% |
| 3Y | +159.9% | +65.3% | +94.6% | +94.0% |
| 5Y | +151.7% | +75.1% | +76.5% | +77.9% |
| All | +272.4% | +306.0% | -33.6% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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