-22.2%
RKT vs CSGP
-63.2%
+41.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | 0.0% |
| 7D | +2.1% | -4.1% | +6.2% | +4.0% |
| 30D | +1.4% | +2.3% | -0.9% | +0.3% |
| 3M | +6.3% | -8.2% | +14.4% | +9.4% |
| 6M | -15.5% | -35.1% | +19.6% | +1.8% |
| YTD | -27.4% | -54.0% | +26.7% | +1.6% |
| 1Y | -26.6% | -65.3% | +38.7% | +20.0% |
| 3Y | +41.2% | -62.6% | +103.8% | +117.2% |
| 5Y | -6.4% | -64.8% | +58.4% | +39.6% |
| All | -22.2% | -63.2% | +41.0% | +8.8% |
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