+576.0%
RKLB vs CMS
+33.0%
+543.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +5.3% | +1.2% | +4.1% | +5.1% |
| 30D | -20.5% | -3.2% | -17.3% | -20.0% |
| 3M | -42.0% | -2.2% | -39.8% | -42.2% |
| 6M | -6.0% | -9.4% | +3.4% | -4.5% |
| YTD | -5.6% | +0.7% | -6.3% | -6.3% |
| 1Y | +38.0% | +0.4% | +37.7% | +36.9% |
| 3Y | +962.4% | +35.2% | +927.2% | +862.4% |
| 5Y | +336.5% | +24.1% | +312.4% | +309.8% |
| All | +576.0% | +33.0% | +543.0% | +470.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling