-22.2%
RKT vs CNP
+144.3%
-166.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +6.3% | -4.6% | +10.9% | +8.0% |
| 6M | -15.5% | -8.8% | -6.6% | -12.6% |
| YTD | -27.4% | +5.2% | -32.6% | -29.4% |
| 1Y | -26.6% | +8.3% | -34.9% | -29.7% |
| 3Y | +41.2% | +54.9% | -13.6% | +14.7% |
| 5Y | -6.4% | +73.5% | -79.9% | -24.2% |
| All | -22.2% | +144.3% | -166.5% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling