+19.0%
CRM vs RKT
-12.8%
+31.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -8.1% | -7.2% | -0.9% | -7.3% |
| 30D | +23.1% | -7.9% | +30.9% | +24.3% |
| 3M | +42.5% | +5.2% | +37.4% | +41.3% |
| 6M | +25.3% | -14.9% | +40.2% | +26.6% |
| YTD | -7.8% | -31.9% | +24.1% | -4.8% |
| 1Y | +1.0% | -36.9% | +37.9% | +5.0% |
| 3Y | +10.0% | +35.7% | -25.7% | -1.2% |
| 5Y | -3.9% | -9.7% | +5.8% | -15.0% |
| All | +19.0% | -12.8% | +31.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 all: compounded portfolio wealth divided by compounded RKT 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…
all analysis · Full analysis span regression · 6 months rolling