-24.1%
RKT vs CNP
+152.1%
-176.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -4.9% | -5.0% |
| 7D | -7.5% | +2.5% | -9.9% | -8.4% |
| 30D | +26.6% | +4.0% | +22.6% | +24.4% |
| 3M | -2.4% | +1.6% | -4.1% | -3.3% |
| 6M | -7.4% | -1.7% | -5.7% | -7.2% |
| YTD | -29.2% | +8.6% | -37.8% | -32.2% |
| 1Y | -23.5% | +5.8% | -29.4% | -26.1% |
| 3Y | +73.9% | +63.0% | +10.9% | +38.2% |
| 5Y | -6.6% | +74.7% | -81.3% | -25.3% |
| All | -24.1% | +152.1% | -176.3% | -41.9% |
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