+95.3%
RKT vs CPB
-35.2%
+130.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +17.7% | +8.0% | +9.7% | +14.3% |
| 30D | +31.6% | +22.4% | +9.3% | +22.4% |
| 3M | +13.9% | +3.8% | +10.1% | +11.6% |
| 6M | +2.8% | +13.7% | -10.9% | -2.7% |
| YTD | -22.2% | -11.7% | -10.5% | -20.2% |
| 1Y | -3.5% | -18.1% | +14.6% | +2.3% |
| 3Y | +95.3% | -34.7% | +130.0% | +128.8% |
| All | +95.3% | -35.2% | +130.4% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling