-20.0%
RKT vs CME
+143.5%
-163.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.0% |
| 7D | +4.6% | +1.7% | +3.0% | +4.4% |
| 30D | +25.9% | +10.2% | +15.7% | +24.6% |
| 3M | +5.0% | +17.8% | -12.8% | +3.1% |
| 6M | -7.9% | +11.0% | -18.9% | -8.9% |
| YTD | -25.4% | +17.0% | -42.4% | -27.2% |
| 1Y | -15.4% | +15.8% | -31.2% | -17.3% |
| 3Y | +83.3% | +61.8% | +21.5% | +58.7% |
| 5Y | -0.8% | +72.5% | -73.3% | -18.5% |
| All | -20.0% | +143.5% | -163.5% | -41.7% |
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