+1.7%
RKT vs CFG
+61.2%
-59.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | +17.7% | -0.9% | +18.5% | +18.4% |
| 30D | +31.6% | +1.1% | +30.6% | +31.0% |
| 3M | +13.9% | -12.0% | +25.9% | +22.4% |
| 6M | +2.8% | -2.2% | +5.0% | +4.2% |
| YTD | -22.2% | +11.4% | -33.6% | -26.7% |
| 1Y | -3.5% | +27.8% | -31.4% | -15.5% |
| 3Y | +95.3% | +173.3% | -78.0% | +8.0% |
| All | +1.7% | +61.2% | -59.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling