-7.2%
RKT vs CME
+77.1%
-84.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +6.0% | -2.9% | +8.9% | +6.3% |
| 30D | +0.7% | +5.5% | -4.9% | -0.1% |
| 3M | +11.8% | +11.0% | +0.9% | +10.1% |
| 6M | -7.6% | -9.7% | +2.1% | -5.4% |
| YTD | -28.7% | +4.9% | -33.5% | -29.7% |
| 1Y | -32.6% | +10.1% | -42.7% | -34.5% |
| 3Y | +42.1% | +53.5% | -11.4% | +14.7% |
| 5Y | -7.2% | +77.2% | -84.3% | -37.0% |
| All | -7.2% | +77.1% | -84.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling