+2.5%
RKT vs CME
+70.5%
-68.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +10.3% | -0.6% | +10.9% | +10.4% |
| 30D | +32.3% | +8.5% | +23.8% | +31.2% |
| 3M | +10.7% | +16.0% | -5.3% | +8.9% |
| 6M | -3.2% | +9.3% | -12.5% | -4.0% |
| YTD | -21.5% | +15.3% | -36.8% | -23.4% |
| 1Y | -6.0% | +14.4% | -20.4% | -8.1% |
| 3Y | +104.2% | +59.9% | +44.3% | +69.4% |
| 5Y | +2.5% | +69.4% | -67.0% | -24.2% |
| All | +2.5% | +70.5% | -68.0% | -24.2% |
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