+1.7%
RKT vs CPB
-30.5%
+32.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +17.7% | +8.0% | +9.7% | +15.0% |
| 30D | +31.6% | +22.4% | +9.3% | +24.1% |
| 3M | +13.9% | +3.8% | +10.1% | +12.1% |
| 6M | +2.8% | +13.7% | -10.9% | -1.5% |
| YTD | -22.2% | -11.7% | -10.5% | -20.8% |
| 1Y | -3.5% | -18.1% | +14.6% | +0.6% |
| 3Y | +95.3% | -34.7% | +130.0% | +117.9% |
| All | +1.7% | -30.5% | +32.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling