-16.7%
RKT vs CSGP
-63.7%
+47.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +3.8% |
| 7D | +17.7% | +1.3% | +16.4% | +17.1% |
| 30D | +31.6% | +10.7% | +21.0% | +24.7% |
| 3M | +13.9% | +3.3% | +10.6% | +11.2% |
| 6M | +2.8% | -10.3% | +13.1% | +5.3% |
| YTD | -22.2% | -54.6% | +32.4% | +8.6% |
| 1Y | -3.5% | -54.6% | +51.1% | +34.8% |
| 3Y | +95.3% | -60.3% | +155.6% | +188.1% |
| 5Y | -0.4% | -63.3% | +62.9% | +45.8% |
| All | -16.7% | -63.7% | +47.0% | +16.2% |
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