+2.5%
RKT vs CG
-16.4%
+18.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | -2.8% |
| 7D | +10.3% | +3.0% | +7.3% | +8.3% |
| 30D | +32.3% | +10.1% | +22.2% | +25.2% |
| 3M | +10.7% | -10.8% | +21.5% | +17.9% |
| 6M | -3.2% | -15.2% | +12.0% | +5.9% |
| YTD | -21.5% | -26.9% | +5.4% | -7.5% |
| 1Y | -6.0% | -17.0% | +11.0% | +3.7% |
| 3Y | +104.2% | +54.6% | +49.6% | +40.2% |
| 5Y | +2.5% | -16.7% | +19.2% | -7.4% |
| All | +2.5% | -16.4% | +18.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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