+39.4%
RKT vs CTVA
+76.0%
-36.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.3% |
| 7D | -1.0% | -5.8% | +4.8% | +0.9% |
| 30D | -2.4% | +11.1% | -13.5% | -5.8% |
| 3M | +1.9% | +13.2% | -11.3% | -3.0% |
| 6M | -13.9% | +8.7% | -22.6% | -17.1% |
| YTD | -30.6% | +27.3% | -57.9% | -36.7% |
| 1Y | -34.4% | +18.0% | -52.4% | -38.7% |
| All | +39.4% | +76.0% | -36.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling