-10.4%
RKT vs CRS
-3.8%
-6.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.2% | +9.1% |
| 7D | +29.7% | +4.3% | +25.4% | +28.0% |
| 30D | +28.5% | -25.5% | +54.0% | +37.9% |
| 3M | +6.4% | -48.7% | +55.1% | +31.8% |
| 6M | +7.1% | -31.6% | +38.8% | +16.0% |
| YTD | -22.5% | -7.0% | -15.4% | -24.7% |
| 1Y | -10.4% | -4.5% | -5.9% | -14.3% |
| All | -10.4% | -3.8% | -6.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling