-6.3%
RKT vs CNH
+11.5%
-17.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -2.8% |
| 7D | +2.1% | +23.3% | -21.2% | -6.5% |
| 30D | +1.4% | +33.5% | -32.0% | -10.7% |
| 3M | +6.3% | +32.7% | -26.4% | -6.2% |
| 6M | -15.5% | +22.2% | -37.6% | -23.3% |
| YTD | -27.4% | +57.7% | -85.1% | -41.1% |
| 1Y | -26.6% | +28.0% | -54.6% | -35.3% |
| 3Y | +41.2% | +11.5% | +29.7% | +27.6% |
| All | -6.3% | +11.5% | -17.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling