-5.4%
RKT vs CB
+105.4%
-110.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.4% | -5.1% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | +26.6% | +7.4% | +19.2% | +24.9% |
| 3M | -2.4% | +8.6% | -11.0% | -4.0% |
| 6M | -7.4% | +16.1% | -23.5% | -10.3% |
| YTD | -29.2% | +20.2% | -49.4% | -32.1% |
| 1Y | -23.5% | +27.2% | -50.7% | -27.8% |
| 3Y | +73.9% | +72.7% | +1.2% | +46.5% |
| All | -5.4% | +105.4% | -110.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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