-7.2%
RKT vs CRL
-37.4%
+30.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.6% |
| 7D | +6.0% | -0.6% | +6.5% | +6.3% |
| 30D | +0.7% | +5.0% | -4.3% | -1.4% |
| 3M | +11.8% | +50.6% | -38.8% | -7.1% |
| 6M | -7.6% | +60.9% | -68.6% | -26.6% |
| YTD | -28.7% | +40.7% | -69.4% | -40.1% |
| 1Y | -32.6% | +73.3% | -105.9% | -48.8% |
| 3Y | +42.1% | +40.6% | +1.5% | +13.3% |
| 5Y | -7.2% | -37.0% | +29.8% | -15.6% |
| All | -7.2% | -37.4% | +30.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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