-24.1%
RKT vs CAG
-47.0%
+22.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -9.0% | -3.3% | -5.6% | -7.7% |
| 30D | +30.2% | +7.7% | +22.5% | +26.5% |
| 3M | -8.8% | -3.2% | -5.7% | -8.0% |
| 6M | -0.9% | +7.0% | -7.9% | -4.2% |
| YTD | -29.2% | -9.0% | -20.2% | -27.8% |
| 1Y | -20.1% | -9.6% | -10.5% | -18.2% |
| 3Y | +81.3% | -36.0% | +117.3% | +113.1% |
| 5Y | -6.6% | -40.9% | +34.2% | +10.2% |
| All | -24.1% | -47.0% | +22.8% | +0.4% |
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