-8.0%
RKT vs CAH
+401.2%
-409.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -1.0% | -2.2% | +1.3% | -0.7% |
| 30D | -2.4% | +1.2% | -3.6% | -2.5% |
| 3M | +1.9% | +13.1% | -11.2% | +0.9% |
| 6M | -13.9% | +8.5% | -22.3% | -14.5% |
| YTD | -30.6% | +17.6% | -48.2% | -31.4% |
| 1Y | -34.4% | +60.7% | -95.0% | -36.6% |
| 3Y | +38.2% | +183.2% | -145.0% | +18.0% |
| All | -8.0% | +401.2% | -409.2% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling