+151.7%
RTX vs CMS
+34.1%
+117.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | -1.1% | +2.6% | +1.8% |
| 30D | +7.8% | +6.6% | +1.3% | +5.6% |
| 3M | -9.8% | +0.8% | -10.6% | -10.1% |
| 6M | +13.5% | -3.3% | +16.9% | +14.6% |
| YTD | +10.9% | +2.7% | +8.2% | +9.7% |
| 1Y | +14.0% | -4.0% | +18.0% | +15.3% |
| 3Y | +159.9% | +37.6% | +122.3% | +130.0% |
| 5Y | +151.7% | +35.4% | +116.2% | +119.0% |
| All | +151.7% | +34.1% | +117.6% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling