-26.6%
RKT vs CTVA
+22.4%
-49.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +2.1% | +4.9% | -2.8% | +0.9% |
| 30D | +1.4% | +11.9% | -10.5% | -1.4% |
| 3M | +6.3% | +13.7% | -7.4% | +1.9% |
| 6M | -15.5% | +13.1% | -28.6% | -19.3% |
| YTD | -27.4% | +32.0% | -59.3% | -32.9% |
| 1Y | -26.6% | +22.1% | -48.7% | -33.7% |
| All | -26.6% | +22.4% | -49.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling