-10.4%
RKT vs CNC
+122.0%
-132.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +12.6% | -4.0% | +7.0% |
| 7D | +29.7% | +13.4% | +16.4% | +27.6% |
| 30D | +28.5% | +18.2% | +10.3% | +26.0% |
| 3M | +6.4% | +18.6% | -12.3% | +4.3% |
| 6M | +7.1% | +41.9% | -34.8% | +2.2% |
| YTD | -22.5% | +84.7% | -107.2% | -30.7% |
| 1Y | -10.4% | +110.5% | -120.9% | -22.1% |
| All | -10.4% | +122.0% | -132.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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