+147.4%
RTX vs CME
+74.8%
+72.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +4.8% | +3.9% | +0.8% | +3.8% |
| 30D | +6.5% | +11.3% | -4.8% | +3.6% |
| 3M | -9.6% | +19.6% | -29.2% | -13.6% |
| 6M | +12.3% | +8.1% | +4.3% | +9.9% |
| YTD | +9.5% | +20.4% | -11.0% | +3.6% |
| 1Y | +15.8% | +16.5% | -0.6% | +10.6% |
| 3Y | +157.0% | +66.4% | +90.6% | +119.5% |
| All | +147.4% | +74.8% | +72.7% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling