+172.9%
RTX vs CMI
+150.2%
+22.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -11.0% | -12.4% | +1.4% | -8.8% |
| 3M | +7.7% | -14.8% | +22.4% | +10.4% |
| 6M | -3.9% | +0.8% | -4.7% | -5.4% |
| YTD | +9.0% | +10.2% | -1.2% | +4.7% |
| 1Y | +27.3% | +37.4% | -10.2% | +16.5% |
| 3Y | +172.9% | +153.3% | +19.6% | +118.5% |
| All | +172.9% | +150.2% | +22.7% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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