+10,152.6%
RTX vs CMI
+15,921.4%
-5,768.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +6.5% | -14.0% | +20.5% | +11.9% |
| 3M | -9.6% | -28.1% | +18.5% | +0.9% |
| 6M | +12.3% | -35.8% | +48.2% | +29.2% |
| YTD | +9.5% | -10.5% | +20.0% | +11.0% |
| 1Y | +15.8% | -1.9% | +17.7% | +13.6% |
| 3Y | +157.0% | +121.0% | +36.0% | +85.0% |
| 5Y | +148.8% | +114.6% | +34.3% | +78.7% |
| 10Y | +264.0% | +325.5% | -61.4% | +107.3% |
| All | +10,152.6% | +15,921.4% | -5,768.8% | +1,477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling