-2.0%
RKT vs CSGP
-62.1%
+60.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.5% |
| 7D | +24.3% | +13.9% | +10.4% | +17.2% |
| 30D | +27.9% | +16.0% | +11.9% | +18.3% |
| 3M | +6.9% | +6.1% | +0.8% | +3.1% |
| 6M | +5.2% | -8.2% | +13.3% | +6.7% |
| YTD | -23.5% | -52.3% | +28.9% | +6.4% |
| 1Y | -9.1% | -54.5% | +45.4% | +30.1% |
| 3Y | +81.5% | -58.6% | +140.1% | +167.3% |
| 5Y | -2.0% | -61.5% | +59.5% | +47.4% |
| All | -2.0% | -62.1% | +60.1% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling