+39.4%
RKT vs CNC
-2.4%
+41.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.7% |
| 30D | -2.4% | -3.8% | +1.4% | -2.2% |
| 3M | +1.9% | -3.2% | +5.1% | +2.0% |
| 6M | -13.9% | +47.9% | -61.7% | -16.6% |
| YTD | -30.6% | +55.7% | -86.3% | -33.1% |
| 1Y | -34.4% | +106.2% | -140.6% | -38.0% |
| All | +39.4% | -2.4% | +41.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling