-16.0%
RKT vs CRL
+61.2%
-77.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -1.1% |
| 7D | +10.3% | +4.4% | +5.9% | +7.7% |
| 30D | +32.3% | +17.1% | +15.2% | +21.6% |
| 3M | +10.7% | +32.1% | -21.4% | -3.9% |
| 6M | -3.2% | +98.9% | -102.1% | -30.6% |
| YTD | -21.5% | +77.1% | -98.7% | -41.7% |
| 1Y | -6.0% | +110.3% | -116.3% | -35.4% |
| 3Y | +104.2% | +108.5% | -4.3% | +32.2% |
| 5Y | +2.5% | -7.9% | +10.3% | -10.0% |
| All | -16.0% | +61.2% | -77.2% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling