-22.2%
RKT vs CF
+354.7%
-376.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.1% |
| 7D | +2.1% | +6.0% | -3.9% | +2.1% |
| 30D | +1.4% | +14.8% | -13.4% | +1.3% |
| 3M | +6.3% | +14.1% | -7.8% | +6.1% |
| 6M | -15.5% | +28.5% | -44.0% | -17.4% |
| YTD | -27.4% | +74.9% | -102.3% | -31.5% |
| 1Y | -26.6% | +61.7% | -88.3% | -30.2% |
| 3Y | +41.2% | +80.3% | -39.1% | +31.0% |
| 5Y | -6.4% | +226.0% | -232.4% | -12.4% |
| All | -22.2% | +354.7% | -376.9% | -26.2% |
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