-7.2%
RKT vs CNP
+76.4%
-83.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | +6.0% | +1.6% | +4.3% | +5.1% |
| 30D | +0.7% | -0.8% | +1.4% | +1.0% |
| 3M | +11.8% | -3.6% | +15.4% | +13.4% |
| 6M | -7.6% | -6.9% | -0.7% | -4.7% |
| YTD | -28.7% | +6.4% | -35.1% | -31.8% |
| 1Y | -32.6% | +9.9% | -42.5% | -37.0% |
| 3Y | +42.1% | +53.1% | -11.0% | +6.9% |
| 5Y | -7.2% | +72.0% | -79.1% | -32.0% |
| All | -7.2% | +76.4% | -83.6% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling