-5.4%
RKT vs CMS
+36.3%
-41.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.1% |
| 7D | -9.0% | +1.7% | -10.7% | -10.0% |
| 30D | +30.2% | +6.2% | +24.0% | +25.2% |
| 3M | -8.8% | +0.6% | -9.5% | -9.2% |
| 6M | -0.9% | -1.8% | +0.8% | -0.1% |
| YTD | -29.2% | +3.8% | -33.0% | -31.4% |
| 1Y | -20.1% | -1.8% | -18.3% | -19.6% |
| 3Y | +81.3% | +39.8% | +41.5% | +40.8% |
| All | -5.4% | +36.3% | -41.7% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling