+8.9%
CAT vs ROK
+25.3%
-16.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.7% | -4.8% |
| 7D | -17.1% | 0.0% | -17.1% | -17.2% |
| 30D | -30.1% | -2.5% | -27.6% | -28.9% |
| 3M | -32.4% | 0.0% | -32.4% | -32.4% |
| 6M | -32.1% | +11.6% | -43.7% | -37.6% |
| YTD | +4.1% | +15.2% | -11.1% | -8.4% |
| 1Y | +8.9% | +25.0% | -16.1% | -7.2% |
| All | +8.9% | +25.3% | -16.4% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling