-16.7%
RKT vs CVE
+523.9%
-540.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +17.7% | -16.1% | +33.8% | +18.6% |
| 30D | +31.6% | -10.4% | +42.0% | +32.1% |
| 3M | +13.9% | -2.4% | +16.3% | +13.5% |
| 6M | +2.8% | -4.4% | +7.2% | +2.3% |
| YTD | -22.2% | +64.9% | -87.2% | -27.4% |
| 1Y | -3.5% | +66.0% | -69.5% | -10.1% |
| 3Y | +95.3% | +57.7% | +37.6% | +80.4% |
| 5Y | -0.4% | +144.7% | -145.1% | -11.9% |
| All | -16.7% | +523.9% | -540.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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