-7.2%
RKT vs CFG
+100.9%
-108.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +6.0% | +2.7% | +3.3% | +4.5% |
| 30D | +0.7% | -3.7% | +4.3% | +2.7% |
| 3M | +11.8% | +9.5% | +2.4% | +6.3% |
| 6M | -7.6% | +22.2% | -29.9% | -16.9% |
| YTD | -28.7% | +22.3% | -51.0% | -36.1% |
| 1Y | -32.6% | +39.4% | -72.0% | -43.7% |
| 3Y | +42.1% | +188.5% | -146.4% | -22.8% |
| 5Y | -7.2% | +101.5% | -108.7% | -42.1% |
| All | -7.2% | +100.9% | -108.1% | -42.1% |
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