-10.4%
RKT vs CPAY
+59.0%
-69.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.0% | +5.7% | +7.2% |
| 7D | +29.7% | +5.7% | +24.0% | +26.4% |
| 30D | +28.5% | +4.2% | +24.3% | +26.2% |
| 3M | +6.4% | +5.6% | +0.8% | +4.0% |
| 6M | +7.1% | +34.7% | -27.5% | -5.5% |
| YTD | -22.5% | +39.1% | -61.6% | -30.0% |
| 1Y | -10.4% | +60.3% | -70.7% | -24.4% |
| All | -10.4% | +59.0% | -69.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling