-2.6%
RKT vs CAI
-11.0%
+8.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.0% |
| 7D | -1.0% | -3.1% | +2.1% | -0.2% |
| 30D | -2.4% | +2.7% | -5.1% | -3.2% |
| 3M | +1.9% | +41.7% | -39.8% | -6.5% |
| 6M | -13.9% | +26.5% | -40.3% | -20.7% |
| YTD | -30.6% | -10.9% | -19.7% | -31.9% |
| 1Y | -34.4% | -29.2% | -5.1% | -34.3% |
| All | -2.6% | -11.0% | +8.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling