+95.3%
RKT vs CSGP
-60.4%
+155.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +3.4% |
| 7D | +17.7% | +1.3% | +16.4% | +17.2% |
| 30D | +31.6% | +10.7% | +21.0% | +26.1% |
| 3M | +13.9% | +3.3% | +10.6% | +11.9% |
| 6M | +2.8% | -10.3% | +13.1% | +4.8% |
| YTD | -22.2% | -54.6% | +32.4% | +3.7% |
| 1Y | -3.5% | -54.6% | +51.1% | +28.8% |
| 3Y | +95.3% | -60.3% | +155.6% | +139.4% |
| All | +95.3% | -60.4% | +155.7% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling