+10,164.5%
RTX vs CMI
+19,796.6%
-9,632.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.7% |
| 30D | -10.6% | -12.5% | +2.0% | -6.4% |
| 3M | +11.6% | -16.2% | +27.9% | +17.8% |
| 6M | -4.5% | +4.9% | -9.4% | -7.5% |
| YTD | +9.6% | +11.1% | -1.6% | +3.4% |
| 1Y | +30.8% | +43.4% | -12.5% | +12.5% |
| 3Y | +152.8% | +154.1% | -1.2% | +74.0% |
| 5Y | +167.1% | +169.5% | -2.4% | +77.6% |
| 10Y | +275.2% | +503.8% | -228.6% | +90.3% |
| All | +10,164.5% | +19,796.6% | -9,632.1% | +1,370.3% |
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 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