-27.1%
RKT vs CTVA
+234.9%
-262.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -6.3% | -4.5% | -1.8% | -4.9% |
| 30D | -6.2% | +11.3% | -17.5% | -9.4% |
| 3M | -1.9% | +12.3% | -14.2% | -6.0% |
| 6M | -13.0% | +7.2% | -20.2% | -15.6% |
| YTD | -31.9% | +26.0% | -57.9% | -37.2% |
| 1Y | -37.6% | +16.0% | -53.6% | -41.1% |
| 3Y | +36.8% | +73.9% | -37.1% | +10.9% |
| 5Y | -9.7% | +103.8% | -113.5% | -30.1% |
| All | -27.1% | +234.9% | -262.0% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling