+1,631.5%
RTX vs CME
+8,439.7%
-6,808.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | +1.4% | +2.5% | -1.0% | +0.6% |
| 30D | +7.8% | +13.9% | -6.1% | +3.2% |
| 3M | -9.8% | +22.4% | -32.2% | -15.7% |
| 6M | +13.5% | +12.9% | +0.7% | +8.4% |
| YTD | +10.9% | +19.6% | -8.7% | +3.6% |
| 1Y | +14.0% | +17.7% | -3.7% | +6.9% |
| 3Y | +159.9% | +65.3% | +94.6% | +115.6% |
| 5Y | +151.7% | +75.1% | +76.5% | +102.4% |
| 10Y | +269.0% | +305.8% | -36.8% | +128.8% |
| All | +1,631.5% | +8,439.7% | -6,808.3% | +504.7% |
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 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