-32.6%
RKT vs CNH
+20.6%
-53.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | +0.1% |
| 7D | +6.0% | +8.8% | -2.8% | +2.8% |
| 30D | +0.7% | +24.7% | -24.0% | -7.6% |
| 3M | +11.8% | +27.3% | -15.5% | +1.5% |
| 6M | -7.6% | +23.2% | -30.8% | -16.2% |
| YTD | -28.7% | +48.9% | -77.6% | -39.2% |
| 1Y | -32.6% | +19.4% | -52.0% | -46.3% |
| All | -32.6% | +20.6% | -53.1% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling