-16.0%
RKT vs CMS
+36.1%
-52.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.5% |
| 7D | +10.3% | -0.9% | +11.2% | +11.0% |
| 30D | +32.3% | +7.1% | +25.3% | +27.1% |
| 3M | +10.7% | -1.3% | +12.0% | +11.6% |
| 6M | -3.2% | -2.7% | -0.5% | -1.9% |
| YTD | -21.5% | +2.6% | -24.2% | -23.1% |
| 1Y | -6.0% | -2.0% | -4.0% | -5.2% |
| 3Y | +104.2% | +39.6% | +64.6% | +65.9% |
| 5Y | +2.5% | +35.3% | -32.8% | -15.4% |
| All | -16.0% | +36.1% | -52.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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