+10.7%
CARR vs ROK
+47.1%
-36.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.5% |
| 7D | -3.8% | -1.2% | -2.5% | -3.1% |
| 30D | -8.9% | -4.8% | -4.1% | -6.3% |
| 3M | -17.3% | -6.1% | -11.2% | -14.9% |
| 6M | -1.4% | +15.5% | -16.9% | -9.9% |
| YTD | +10.0% | +11.2% | -1.2% | +2.2% |
| 1Y | -6.4% | +23.8% | -30.2% | -18.4% |
| 3Y | +1.5% | +53.1% | -51.6% | -24.6% |
| All | +10.7% | +47.1% | -36.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling