-23.6%
RKT vs CPB
-45.1%
+21.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | +6.0% | -8.2% | +14.2% | +8.6% |
| 30D | +0.7% | -5.6% | +6.3% | +2.2% |
| 3M | +11.8% | +3.0% | +8.9% | +10.5% |
| 6M | -7.6% | -12.7% | +5.1% | -4.4% |
| YTD | -28.7% | -18.0% | -10.7% | -25.2% |
| 1Y | -32.6% | -31.7% | -0.8% | -24.9% |
| 3Y | +42.1% | -41.0% | +83.0% | +64.7% |
| 5Y | -7.2% | -38.4% | +31.2% | +2.2% |
| All | -23.6% | -45.1% | +21.5% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling