-10.4%
RKT vs CPB
-18.4%
+8.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.9% | +2.8% | +6.8% |
| 7D | +29.7% | +13.0% | +16.8% | +25.4% |
| 30D | +28.5% | +20.5% | +8.0% | +22.4% |
| 3M | +6.4% | +2.2% | +4.2% | +4.2% |
| 6M | +7.1% | +15.4% | -8.2% | +3.3% |
| YTD | -22.5% | -12.3% | -10.1% | -25.1% |
| 1Y | -10.4% | -18.0% | +7.5% | -11.3% |
| All | -10.4% | -18.4% | +8.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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