-10.4%
RKT vs CSGP
-53.2%
+42.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.0% | +4.7% | +7.7% |
| 7D | +29.7% | +18.3% | +11.4% | +25.1% |
| 30D | +28.5% | +17.8% | +10.7% | +24.1% |
| 3M | +6.4% | +9.3% | -2.9% | +4.2% |
| 6M | +7.1% | -7.9% | +15.1% | +5.1% |
| YTD | -22.5% | -51.5% | +29.1% | -18.8% |
| 1Y | -10.4% | -53.3% | +42.9% | -1.1% |
| All | -10.4% | -53.2% | +42.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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