+39.4%
RKT vs CRS
+636.8%
-597.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | -2.4% | -18.1% | +15.7% | +2.1% |
| 3M | +1.9% | -12.4% | +14.3% | +4.7% |
| 6M | -13.9% | +15.9% | -29.8% | -16.9% |
| YTD | -30.6% | +45.8% | -76.5% | -36.1% |
| 1Y | -34.4% | +87.8% | -122.1% | -42.7% |
| All | +39.4% | +636.8% | -597.4% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling