+535.9%
RKLB vs CAG
-45.5%
+581.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -2.3% |
| 7D | -2.9% | -5.9% | +3.0% | -4.0% |
| 30D | -22.6% | -1.5% | -21.0% | -22.7% |
| 3M | -41.0% | +11.5% | -52.5% | -39.6% |
| 6M | -10.1% | -15.7% | +5.6% | -12.3% |
| YTD | -11.2% | -10.2% | -1.0% | -12.2% |
| 1Y | +34.2% | -18.1% | +52.3% | +31.3% |
| 3Y | +899.4% | -39.4% | +938.7% | +844.6% |
| 5Y | +231.5% | -42.6% | +274.1% | +217.0% |
| All | +535.9% | -45.5% | +581.4% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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