+17,723.7%
CAT vs ROK
+13,716.9%
+4,006.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | -10.3% | -13.8% | +3.5% | -3.7% |
| 30D | -31.2% | -14.9% | -16.3% | -25.7% |
| 3M | -34.7% | -14.7% | -20.0% | -29.5% |
| 6M | -39.5% | -17.7% | -21.8% | -33.5% |
| YTD | -1.7% | -2.5% | +0.8% | -0.9% |
| 1Y | -1.1% | +2.3% | -3.4% | -2.6% |
| 3Y | +143.9% | +52.7% | +91.1% | +92.2% |
| 5Y | +194.8% | +20.5% | +174.2% | +153.4% |
| 10Y | +739.8% | +284.0% | +455.8% | +306.6% |
| All | +17,723.7% | +13,716.9% | +4,006.8% | +2,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling