-18.0%
RKT vs CVE
+527.5%
-545.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -1.1% |
| 7D | +24.3% | -14.1% | +38.4% | +25.1% |
| 30D | +27.9% | -11.6% | +39.5% | +28.4% |
| 3M | +6.9% | 0.0% | +6.9% | +6.4% |
| 6M | +5.2% | -8.4% | +13.6% | +5.1% |
| YTD | -23.5% | +65.9% | -89.4% | -28.6% |
| 1Y | -9.1% | +69.4% | -78.5% | -15.5% |
| 3Y | +81.5% | +55.9% | +25.6% | +68.0% |
| 5Y | -2.0% | +146.2% | -148.1% | -13.3% |
| All | -18.0% | +527.5% | -545.5% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling