-4.4%
RKT vs CAI
-9.9%
+5.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -6.3% | -2.9% | -3.3% | -5.6% |
| 30D | -6.2% | +9.3% | -15.5% | -8.2% |
| 3M | -1.9% | +35.2% | -37.1% | -8.9% |
| 6M | -13.0% | +30.7% | -43.7% | -20.5% |
| YTD | -31.9% | -9.8% | -22.1% | -33.4% |
| 1Y | -37.6% | -28.9% | -8.7% | -37.6% |
| All | -4.4% | -9.9% | +5.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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