-34.4%
RKT vs CLF
+9.3%
-43.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | -2.4% | -3.2% | +0.8% | -2.0% |
| 3M | +1.9% | -5.0% | +6.8% | +3.0% |
| 6M | -13.9% | +26.6% | -40.5% | -17.4% |
| YTD | -30.6% | -9.0% | -21.7% | -31.7% |
| 1Y | -34.4% | +11.8% | -46.2% | -41.6% |
| All | -34.4% | +9.3% | -43.7% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling