+41.6%
RKT vs CNP
+55.3%
-13.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +1.4% | -1.8% | +3.3% | +2.2% |
| 3M | +6.3% | -4.6% | +10.9% | +7.9% |
| 6M | -15.5% | -8.8% | -6.6% | -12.4% |
| YTD | -27.4% | +5.2% | -32.6% | -29.8% |
| 1Y | -26.6% | +8.3% | -34.9% | -30.3% |
| All | +41.6% | +55.3% | -13.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling