+10,266.7%
RTX vs CMS
+457.8%
+9,808.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | +0.4% | -5.5% | -5.3% |
| 30D | -9.4% | -3.6% | -5.8% | -8.5% |
| 3M | +12.3% | -1.9% | +14.2% | +12.8% |
| 6M | -3.1% | -11.0% | +7.8% | -0.1% |
| YTD | +10.7% | +0.2% | +10.5% | +10.4% |
| 1Y | +28.4% | -1.3% | +29.7% | +28.6% |
| 3Y | +147.1% | +35.9% | +111.1% | +124.9% |
| 5Y | +167.2% | +23.1% | +144.2% | +148.3% |
| 10Y | +274.7% | +117.9% | +156.8% | +199.4% |
| All | +10,266.7% | +457.8% | +9,808.9% | +5,811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling