-9.7%
RKT vs CRS
+1,358.7%
-1,368.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.1% |
| 7D | -7.2% | -4.1% | -3.1% | -6.1% |
| 30D | -7.9% | -16.6% | +8.7% | -3.0% |
| 3M | +5.2% | -14.3% | +19.4% | +9.5% |
| 6M | -14.9% | +11.6% | -26.5% | -18.1% |
| YTD | -31.9% | +42.6% | -74.5% | -39.0% |
| 1Y | -36.9% | +81.8% | -118.7% | -47.8% |
| 3Y | +35.7% | +632.1% | -596.3% | -36.2% |
| 5Y | -9.7% | +1,401.6% | -1,411.3% | -68.0% |
| All | -9.7% | +1,358.7% | -1,368.4% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling