+2.0%
RKT vs CAI
-7.1%
+9.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.1% | -2.2% | +4.3% | +2.6% |
| 30D | +1.4% | +52.4% | -51.0% | -8.7% |
| 3M | +6.3% | +45.1% | -38.8% | -3.0% |
| 6M | -15.5% | +26.2% | -41.7% | -22.1% |
| YTD | -27.4% | -7.1% | -20.3% | -29.4% |
| 1Y | -26.6% | -31.0% | +4.5% | -26.6% |
| All | +2.0% | -7.1% | +9.1% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling