-16.0%
RKT vs CFG
+241.0%
-256.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.5% |
| 7D | +10.3% | +0.3% | +10.1% | +10.2% |
| 30D | +32.3% | +3.2% | +29.1% | +30.5% |
| 3M | +10.7% | -9.7% | +20.4% | +15.8% |
| 6M | -3.2% | +3.6% | -6.8% | -4.5% |
| YTD | -21.5% | +14.7% | -36.2% | -25.9% |
| 1Y | -6.0% | +29.6% | -35.6% | -15.5% |
| 3Y | +104.2% | +190.6% | -86.3% | +31.3% |
| 5Y | +2.5% | +67.1% | -64.6% | -24.0% |
| All | -16.0% | +241.0% | -256.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling