-25.7%
RKT vs CNH
+140.5%
-166.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.5% |
| 7D | -1.0% | +1.8% | -2.8% | -1.6% |
| 30D | -2.4% | +32.6% | -35.0% | -11.9% |
| 3M | +1.9% | +29.4% | -27.5% | -7.2% |
| 6M | -13.9% | +26.0% | -39.8% | -21.2% |
| YTD | -30.6% | +52.2% | -82.8% | -40.6% |
| 1Y | -34.4% | +23.9% | -58.2% | -40.1% |
| 3Y | +38.2% | +10.1% | +28.1% | +27.6% |
| 5Y | -9.7% | +13.2% | -22.8% | -17.7% |
| All | -25.7% | +140.5% | -166.2% | -34.7% |
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