+273.8%
RTX vs CMS
+127.7%
+146.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | +5.6% | +7.1% | -1.5% | +2.4% |
| 3M | -11.7% | -1.3% | -10.4% | -11.3% |
| 6M | +12.3% | -2.7% | +15.0% | +13.3% |
| YTD | +8.2% | +2.6% | +5.6% | +6.5% |
| 1Y | +12.6% | -2.0% | +14.6% | +13.1% |
| 3Y | +152.8% | +39.6% | +113.2% | +112.6% |
| 5Y | +140.2% | +35.3% | +104.9% | +100.9% |
| 10Y | +273.8% | +132.3% | +141.4% | +186.4% |
| All | +273.8% | +127.7% | +146.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling