-23.6%
RKT vs CMI
+228.0%
-251.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +6.0% | +1.9% | +4.1% | +5.1% |
| 30D | +0.7% | -12.5% | +13.2% | +6.1% |
| 3M | +11.8% | -16.2% | +28.0% | +19.0% |
| 6M | -7.6% | +4.9% | -12.5% | -11.2% |
| YTD | -28.7% | +11.1% | -39.8% | -33.1% |
| 1Y | -32.6% | +43.4% | -75.9% | -43.5% |
| 3Y | +42.1% | +154.1% | -112.0% | -11.1% |
| 5Y | -7.2% | +169.5% | -176.6% | -45.9% |
| All | -23.6% | +228.0% | -251.6% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling