-16.7%
RKT vs CMS
+35.4%
-52.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.4% |
| 7D | +17.7% | -0.5% | +18.2% | +18.1% |
| 30D | +31.6% | +7.2% | +24.5% | +26.4% |
| 3M | +13.9% | -1.3% | +15.2% | +14.8% |
| 6M | +2.8% | -4.3% | +7.1% | +5.2% |
| YTD | -22.2% | +2.1% | -24.3% | -23.5% |
| 1Y | -3.5% | -0.6% | -2.9% | -3.5% |
| 3Y | +95.3% | +38.0% | +57.2% | +59.7% |
| 5Y | -0.4% | +33.6% | -34.0% | -17.3% |
| All | -16.7% | +35.4% | -52.1% | -34.4% |
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