+547.3%
RKLB vs CFG
+156.7%
+390.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.7% |
| 7D | 0.0% | -0.6% | +0.5% | +0.3% |
| 30D | -21.2% | -4.5% | -16.7% | -18.8% |
| 3M | -41.7% | +6.3% | -48.0% | -44.7% |
| 6M | -11.8% | +20.6% | -32.4% | -22.4% |
| YTD | -9.6% | +21.2% | -30.8% | -21.0% |
| 1Y | +34.1% | +38.2% | -4.1% | +8.1% |
| 3Y | +917.3% | +185.9% | +731.3% | +449.5% |
| 5Y | +204.4% | +97.0% | +107.4% | +99.7% |
| All | +547.3% | +156.7% | +390.6% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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