-9.7%
RKT vs CNC
+5.2%
-14.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -7.2% | -3.9% | -3.4% | -6.8% |
| 30D | -7.9% | +0.8% | -8.7% | -8.0% |
| 3M | +5.2% | +0.1% | +5.1% | +4.9% |
| 6M | -14.9% | +79.7% | -94.6% | -22.5% |
| YTD | -31.9% | +58.9% | -90.8% | -37.0% |
| 1Y | -36.9% | +109.1% | -146.0% | -44.4% |
| 3Y | +35.7% | 0.0% | +35.7% | +29.6% |
| 5Y | -9.7% | +9.5% | -19.2% | -13.6% |
| All | -9.7% | +5.2% | -14.8% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling