+546.0%
RKLB vs CMG
+40.8%
+505.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.0% | -2.1% | 0.0% | -0.7% |
| 30D | -22.4% | +10.9% | -33.4% | -27.8% |
| 3M | -45.2% | +15.8% | -61.0% | -51.7% |
| 6M | -12.5% | +6.9% | -19.5% | -18.9% |
| YTD | -9.8% | -2.2% | -7.6% | -10.6% |
| 1Y | +30.0% | -7.1% | +37.1% | +31.4% |
| 3Y | +942.2% | -7.1% | +949.3% | +858.3% |
| 5Y | +236.8% | -4.8% | +241.6% | +176.3% |
| All | +546.0% | +40.8% | +505.3% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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