-24.1%
RKT vs CSGP
-64.2%
+40.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.8% |
| 7D | -7.5% | -6.1% | -1.4% | -4.8% |
| 30D | +26.6% | +0.3% | +26.3% | +25.6% |
| 3M | -2.4% | -1.3% | -1.1% | -2.6% |
| 6M | -7.4% | -8.9% | +1.6% | -5.3% |
| YTD | -29.2% | -55.2% | +26.1% | -0.4% |
| 1Y | -23.5% | -56.4% | +32.9% | +9.1% |
| 3Y | +73.9% | -62.2% | +136.1% | +163.3% |
| 5Y | -6.6% | -63.7% | +57.1% | +37.5% |
| All | -24.1% | -64.2% | +40.1% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling