+19,008.0%
CAT vs ROK
+14,213.2%
+4,794.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +5.4% |
| 7D | -2.4% | -11.5% | +9.1% | +3.5% |
| 30D | -25.0% | -10.0% | -15.0% | -21.2% |
| 3M | -28.7% | -11.4% | -17.3% | -24.4% |
| 6M | -33.0% | -13.7% | -19.3% | -28.1% |
| YTD | +5.4% | +1.0% | +4.4% | +4.4% |
| 1Y | +7.3% | +5.6% | +1.6% | +4.0% |
| 3Y | +166.0% | +59.1% | +107.0% | +105.6% |
| 5Y | +210.1% | +26.1% | +184.0% | +160.9% |
| 10Y | +712.5% | +266.4% | +446.1% | +301.9% |
| All | +19,008.0% | +14,213.2% | +4,794.8% | +2,252.8% |
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