+52.5%
CMG vs RKT
-12.9%
+65.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -6.3% | +4.2% | -1.3% |
| 30D | +10.9% | -6.2% | +17.1% | +11.6% |
| 3M | +15.8% | -1.9% | +17.7% | +15.6% |
| 6M | +6.9% | -13.0% | +19.9% | +7.7% |
| YTD | -2.2% | -31.9% | +29.8% | +0.9% |
| 1Y | -7.1% | -37.6% | +30.5% | -3.6% |
| 3Y | -7.1% | +36.8% | -43.9% | -15.0% |
| 5Y | -4.8% | -9.7% | +4.9% | -13.1% |
| All | +52.5% | -12.9% | +65.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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