+504.1%
RKLB vs CFG
+142.8%
+361.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +9.0% |
| 7D | +13.0% | +0.3% | +12.8% | +13.0% |
| 30D | -13.7% | +3.2% | -16.9% | -15.3% |
| 3M | -28.9% | -9.7% | -19.2% | -24.2% |
| 6M | -44.2% | +3.6% | -47.8% | -46.2% |
| YTD | -15.6% | +14.7% | -30.3% | -23.6% |
| 1Y | +14.0% | +29.6% | -15.6% | -4.1% |
| 3Y | +1,275.2% | +190.6% | +1,084.7% | +645.7% |
| 5Y | +296.6% | +67.1% | +229.6% | +172.7% |
| All | +504.1% | +142.8% | +361.3% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling