+36.9%
RKT vs CMI
+147.2%
-110.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -7.2% | +0.8% | -8.1% | -7.6% |
| 30D | -7.9% | -12.8% | +4.9% | -3.0% |
| 3M | +5.2% | -12.4% | +17.6% | +9.3% |
| 6M | -14.9% | -0.9% | -14.0% | -16.7% |
| YTD | -31.9% | +8.9% | -40.7% | -35.6% |
| 1Y | -36.9% | +37.7% | -74.6% | -45.7% |
| All | +36.9% | +147.2% | -110.3% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling