-22.2%
RKT vs CAG
-44.9%
+22.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.1% | -3.8% | +5.9% | +3.6% |
| 30D | +1.4% | +3.1% | -1.7% | +0.1% |
| 3M | +6.3% | +23.5% | -17.2% | -2.6% |
| 6M | -15.5% | -14.8% | -0.6% | -10.2% |
| YTD | -27.4% | -5.4% | -21.9% | -26.9% |
| 1Y | -26.6% | -11.8% | -14.8% | -23.8% |
| 3Y | +41.2% | -36.7% | +77.9% | +66.7% |
| 5Y | -6.4% | -40.3% | +33.8% | +10.2% |
| All | -22.2% | -44.9% | +22.7% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling