+41.6%
RKT vs CLF
-14.9%
+56.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | +2.1% | +7.6% | -5.5% | +0.7% |
| 30D | +1.4% | -1.2% | +2.6% | +1.5% |
| 3M | +6.3% | -13.4% | +19.6% | +8.7% |
| 6M | -15.5% | +15.4% | -30.9% | -18.9% |
| YTD | -27.4% | -5.9% | -21.5% | -28.5% |
| 1Y | -26.6% | +18.8% | -45.4% | -32.6% |
| All | +41.6% | -14.9% | +56.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling