-36.9%
RKT vs CAG
-17.7%
-19.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | -7.2% | -5.9% | -1.4% | -5.8% |
| 30D | -7.9% | -1.5% | -6.4% | -7.7% |
| 3M | +5.2% | +11.5% | -6.3% | +2.8% |
| 6M | -14.9% | -15.7% | +0.8% | -11.5% |
| YTD | -31.9% | -10.2% | -21.7% | -31.7% |
| 1Y | -36.9% | -18.1% | -18.8% | -35.1% |
| All | -36.9% | -17.7% | -19.2% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling