-27.1%
RKT vs CAH
+416.5%
-443.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.3% | -5.1% | -1.2% | -5.7% |
| 30D | -6.2% | +0.2% | -6.4% | -6.2% |
| 3M | -1.9% | +6.3% | -8.2% | -2.5% |
| 6M | -13.0% | +9.4% | -22.4% | -13.8% |
| YTD | -31.9% | +15.0% | -46.9% | -32.9% |
| 1Y | -37.6% | +55.4% | -93.0% | -40.5% |
| 3Y | +36.8% | +173.8% | -137.0% | +15.7% |
| 5Y | -9.7% | +395.2% | -404.9% | -37.5% |
| All | -27.1% | +416.5% | -443.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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