-24.1%
RKT vs CAG
-47.6%
+23.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -4.3% |
| 7D | -7.5% | -6.2% | -1.3% | -5.0% |
| 30D | +26.6% | +7.4% | +19.2% | +23.2% |
| 3M | -2.4% | -1.6% | -0.8% | -2.0% |
| 6M | -7.4% | +6.3% | -13.7% | -10.2% |
| YTD | -29.2% | -10.1% | -19.1% | -27.4% |
| 1Y | -23.5% | -10.2% | -13.3% | -21.6% |
| 3Y | +73.9% | -37.3% | +111.2% | +106.1% |
| 5Y | -6.6% | -41.6% | +35.0% | +10.8% |
| All | -24.1% | -47.6% | +23.5% | +0.9% |
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