-16.0%
RKT vs CNH
+121.8%
-137.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | -2.7% |
| 7D | +10.3% | +8.6% | +1.8% | +7.2% |
| 30D | +32.3% | +12.6% | +19.8% | +27.0% |
| 3M | +10.7% | +17.5% | -6.8% | +3.5% |
| 6M | -3.2% | +18.1% | -21.3% | -9.8% |
| YTD | -21.5% | +40.4% | -61.9% | -31.3% |
| 1Y | -6.0% | +34.0% | -40.0% | -16.5% |
| 3Y | +104.2% | +35.3% | +68.9% | +78.9% |
| 5Y | +2.5% | -5.1% | +7.6% | -5.1% |
| All | -16.0% | +121.8% | -137.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling