+144.2%
RTX vs CMS
+35.4%
+108.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | +5.1% | +6.3% | -1.2% | +3.3% |
| 3M | -14.8% | -2.1% | -12.8% | -14.3% |
| 6M | +8.0% | -5.1% | +13.1% | +9.5% |
| YTD | +4.5% | +1.3% | +3.2% | +4.1% |
| 1Y | +9.8% | -1.4% | +11.2% | +10.3% |
| 3Y | +144.2% | +36.9% | +107.3% | +126.5% |
| All | +144.2% | +35.4% | +108.8% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling