-23.6%
RKT vs CNC
+1.6%
-25.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.4% |
| 7D | +6.0% | -1.0% | +7.0% | +6.1% |
| 30D | +0.7% | -1.8% | +2.5% | +0.8% |
| 3M | +11.8% | -0.7% | +12.5% | +11.7% |
| 6M | -7.6% | +47.9% | -55.6% | -12.7% |
| YTD | -28.7% | +56.9% | -85.6% | -33.1% |
| 1Y | -32.6% | +123.9% | -156.5% | -40.1% |
| 3Y | +42.1% | -1.3% | +43.4% | +37.2% |
| 5Y | -7.2% | +2.8% | -9.9% | -6.6% |
| All | -23.6% | +1.6% | -25.2% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling