-22.2%
RKT vs CLF
+122.0%
-144.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | +2.1% | +7.6% | -5.5% | +0.5% |
| 30D | +1.4% | -1.2% | +2.6% | +1.5% |
| 3M | +6.3% | -13.4% | +19.6% | +8.5% |
| 6M | -15.5% | +15.4% | -30.9% | -19.2% |
| YTD | -27.4% | -5.9% | -21.5% | -28.6% |
| 1Y | -26.6% | +18.8% | -45.4% | -32.7% |
| 3Y | +41.2% | -19.4% | +60.6% | +35.2% |
| 5Y | -6.4% | -47.7% | +41.3% | -5.9% |
| All | -22.2% | +122.0% | -144.2% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling