+163.1%
RTX vs CMI
+164.8%
-1.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -11.0% | -12.4% | +1.4% | -7.8% |
| 3M | +7.7% | -14.8% | +22.4% | +11.7% |
| 6M | -3.9% | +0.8% | -4.7% | -5.8% |
| YTD | +9.0% | +10.2% | -1.2% | +3.3% |
| 1Y | +27.3% | +37.4% | -10.2% | +12.2% |
| 3Y | +172.9% | +153.3% | +19.6% | +89.1% |
| All | +163.1% | +164.8% | -1.7% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling