+144.2%
RTX vs CME
+66.3%
+77.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.1% | +0.9% | -6.0% | -5.3% |
| 30D | +5.1% | +13.2% | -8.0% | +2.8% |
| 3M | -14.8% | +16.3% | -31.1% | -17.1% |
| 6M | +8.0% | +7.1% | +0.9% | +6.3% |
| YTD | +4.5% | +15.8% | -11.4% | +1.0% |
| 1Y | +9.8% | +17.1% | -7.2% | +5.9% |
| 3Y | +144.2% | +63.2% | +81.0% | +119.8% |
| All | +144.2% | +66.3% | +77.8% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling