+688.6%
CAT vs ROK
+264.0%
+424.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +7.4% | +7.1% | +0.4% | +3.2% |
| 30D | -19.7% | -5.0% | -14.7% | -17.6% |
| 3M | -29.6% | -9.4% | -20.2% | -25.6% |
| 6M | -33.2% | -11.0% | -22.2% | -28.8% |
| YTD | +5.7% | +4.4% | +1.2% | +2.1% |
| 1Y | +9.3% | +7.4% | +1.9% | +4.0% |
| 3Y | +158.3% | +61.0% | +97.4% | +86.7% |
| 5Y | +211.6% | +30.4% | +181.2% | +147.1% |
| All | +688.6% | +264.0% | +424.6% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling