+95.3%
RKT vs CMS
+35.4%
+59.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +3.2% |
| 7D | +17.7% | -1.3% | +19.0% | +18.9% |
| 30D | +31.6% | +6.3% | +25.3% | +26.0% |
| 3M | +13.9% | -2.1% | +16.0% | +15.6% |
| 6M | +2.8% | -5.1% | +7.9% | +6.2% |
| YTD | -22.2% | +1.3% | -23.5% | -23.7% |
| 1Y | -3.5% | -1.4% | -2.1% | -3.3% |
| 3Y | +95.3% | +36.9% | +58.3% | +15.7% |
| All | +95.3% | +35.4% | +59.9% | +15.7% |
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