-18.0%
RKT vs CF
+304.3%
-322.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -1.3% |
| 7D | +24.3% | +0.4% | +23.9% | +24.3% |
| 30D | +27.9% | +2.2% | +25.7% | +27.9% |
| 3M | +6.9% | +2.1% | +4.8% | +6.9% |
| 6M | +5.2% | -6.5% | +11.7% | +5.4% |
| YTD | -23.5% | +55.6% | -79.0% | -27.7% |
| 1Y | -9.1% | +42.3% | -51.4% | -13.3% |
| 3Y | +81.5% | +55.7% | +25.7% | +69.0% |
| 5Y | -2.0% | +122.4% | -124.4% | -8.8% |
| All | -18.0% | +304.3% | -322.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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