-11.4%
RKT vs CMI
+164.8%
-176.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | -6.3% | -0.7% | -5.5% | -5.9% |
| 30D | -6.2% | -12.4% | +6.2% | 0.0% |
| 3M | -1.9% | -14.8% | +12.9% | +4.8% |
| 6M | -13.0% | +0.8% | -13.8% | -15.9% |
| YTD | -31.9% | +10.2% | -42.1% | -37.4% |
| 1Y | -37.6% | +37.4% | -75.0% | -49.4% |
| 3Y | +36.8% | +153.3% | -116.5% | -29.4% |
| All | -11.4% | +164.8% | -176.2% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling