-24.1%
RKT vs CNP
+153.6%
-177.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -9.0% | +1.3% | -10.3% | -9.5% |
| 30D | +30.2% | +3.8% | +26.4% | +28.1% |
| 3M | -8.8% | +2.4% | -11.2% | -9.9% |
| 6M | -0.9% | -1.2% | +0.2% | -1.0% |
| YTD | -29.2% | +9.3% | -38.5% | -32.4% |
| 1Y | -20.1% | +6.4% | -26.5% | -22.9% |
| 3Y | +81.3% | +66.4% | +15.0% | +42.8% |
| 5Y | -6.6% | +75.7% | -82.3% | -25.4% |
| All | -24.1% | +153.6% | -177.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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