-22.2%
RKT vs CVE
+632.2%
-654.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +2.1% | +2.5% | -0.4% | +1.9% |
| 30D | +1.4% | +16.7% | -15.3% | +0.4% |
| 3M | +6.3% | +9.3% | -3.0% | +5.5% |
| 6M | -15.5% | +43.6% | -59.1% | -18.8% |
| YTD | -27.4% | +93.6% | -121.0% | -32.7% |
| 1Y | -26.6% | +98.8% | -125.3% | -32.2% |
| 3Y | +41.2% | +73.6% | -32.4% | +30.6% |
| 5Y | -6.4% | +312.5% | -318.9% | -19.5% |
| All | -22.2% | +632.2% | -654.4% | -38.3% |
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