-7.2%
RKT vs CAG
-40.6%
+33.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +6.0% | -5.3% | +11.3% | +8.1% |
| 30D | +0.7% | +1.0% | -0.3% | +0.1% |
| 3M | +11.8% | +17.4% | -5.5% | +4.9% |
| 6M | -7.6% | -16.8% | +9.2% | -1.1% |
| YTD | -28.7% | -6.8% | -21.9% | -27.8% |
| 1Y | -32.6% | -15.4% | -17.2% | -28.9% |
| 3Y | +42.1% | -37.1% | +79.2% | +67.2% |
| 5Y | -7.2% | -41.3% | +34.1% | +9.2% |
| All | -7.2% | -40.6% | +33.5% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling