-18.0%
RKT vs CSGP
-61.9%
+43.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.5% |
| 7D | +24.3% | +13.9% | +10.4% | +17.4% |
| 30D | +27.9% | +16.0% | +11.9% | +18.6% |
| 3M | +6.9% | +6.1% | +0.8% | +3.2% |
| 6M | +5.2% | -8.2% | +13.3% | +6.7% |
| YTD | -23.5% | -52.3% | +28.9% | +4.6% |
| 1Y | -9.1% | -54.5% | +45.4% | +27.6% |
| 3Y | +81.5% | -58.6% | +140.1% | +162.9% |
| 5Y | -2.0% | -61.5% | +59.5% | +40.5% |
| All | -18.0% | -61.9% | +43.9% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling