-7.2%
RKT vs CG
+9.5%
-16.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | +6.0% | -1.3% | +7.3% | +6.8% |
| 30D | +0.7% | -3.2% | +3.8% | +2.6% |
| 3M | +11.8% | +6.2% | +5.6% | +8.0% |
| 6M | -7.6% | -4.7% | -3.0% | -5.1% |
| YTD | -28.7% | -20.6% | -8.0% | -19.6% |
| 1Y | -32.6% | -26.4% | -6.2% | -21.5% |
| 3Y | +42.1% | +55.4% | -13.3% | -0.8% |
| 5Y | -7.2% | +9.8% | -17.0% | -26.4% |
| All | -7.2% | +9.5% | -16.6% | -26.4% |
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