+41.6%
RKT vs CMS
+35.9%
+5.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +1.4% | -3.6% | +5.0% | +4.1% |
| 3M | +6.3% | -1.9% | +8.2% | +7.0% |
| 6M | -15.5% | -11.0% | -4.5% | -8.4% |
| YTD | -27.4% | +0.2% | -27.6% | -28.2% |
| 1Y | -26.6% | -1.3% | -25.3% | -26.6% |
| All | +41.6% | +35.9% | +5.8% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling