-10.4%
RKT vs CTVA
+33.4%
-43.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.2% | +5.5% | +7.8% |
| 7D | +29.7% | +8.2% | +21.5% | +27.3% |
| 30D | +28.5% | -1.0% | +29.6% | +27.3% |
| 3M | +6.4% | +4.6% | +1.8% | +2.8% |
| 6M | +7.1% | +0.5% | +6.7% | +2.9% |
| YTD | -22.5% | +22.7% | -45.2% | -36.6% |
| 1Y | -10.4% | +32.0% | -42.4% | -34.7% |
| All | -10.4% | +33.4% | -43.9% | -34.7% |
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