-27.1%
RKT vs CMI
+225.2%
-252.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -6.3% | -0.7% | -5.5% | -6.0% |
| 30D | -6.2% | -12.4% | +6.2% | -1.1% |
| 3M | -1.9% | -14.8% | +12.9% | +3.6% |
| 6M | -13.0% | +0.8% | -13.8% | -15.0% |
| YTD | -31.9% | +10.2% | -42.1% | -36.0% |
| 1Y | -37.6% | +37.4% | -75.0% | -46.7% |
| 3Y | +36.8% | +153.3% | -116.5% | -14.3% |
| 5Y | -9.7% | +167.6% | -177.3% | -47.2% |
| All | -27.1% | +225.2% | -252.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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