+1,627.2%
RTX vs CME
+7,469.3%
-5,842.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | -9.4% | +6.2% | -15.6% | -11.2% |
| 3M | +12.3% | +10.4% | +1.9% | +8.3% |
| 6M | -3.1% | -9.5% | +6.4% | -0.5% |
| YTD | +10.7% | +6.0% | +4.7% | +7.6% |
| 1Y | +28.4% | +9.3% | +19.1% | +23.4% |
| 3Y | +147.1% | +57.7% | +89.4% | +108.1% |
| 5Y | +167.2% | +77.7% | +89.6% | +113.8% |
| 10Y | +274.7% | +281.2% | -6.5% | +137.9% |
| All | +1,627.2% | +7,469.3% | -5,842.2% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling