-5.2%
CMG vs RKT
-10.1%
+4.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -2.1% |
| 7D | -6.5% | -1.0% | -5.5% | -6.4% |
| 30D | +12.1% | -2.4% | +14.5% | +12.3% |
| 3M | +20.6% | +1.9% | +18.7% | +19.4% |
| 6M | +2.1% | -13.9% | +16.0% | +3.2% |
| YTD | -2.6% | -30.6% | +28.0% | +1.3% |
| 1Y | -8.7% | -34.4% | +25.7% | -4.7% |
| 3Y | -7.4% | +38.2% | -45.6% | -21.7% |
| All | -5.2% | -10.1% | +4.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling