-25.7%
RKT vs CME
+116.4%
-142.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.7% |
| 7D | -1.0% | -0.6% | -0.3% | -0.9% |
| 30D | -2.4% | +4.7% | -7.1% | -3.0% |
| 3M | +1.9% | +7.8% | -5.9% | +0.9% |
| 6M | -13.9% | -11.0% | -2.9% | -12.0% |
| YTD | -30.6% | +4.0% | -34.6% | -31.5% |
| 1Y | -34.4% | +9.1% | -43.5% | -35.8% |
| 3Y | +38.2% | +52.3% | -14.1% | +18.2% |
| 5Y | -9.7% | +76.1% | -85.7% | -25.9% |
| All | -25.7% | +116.4% | -142.1% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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