+247.9%
CB vs ROK
+265.6%
-17.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | +6.1% | -6.0% | -1.5% |
| 30D | +7.4% | -6.5% | +13.9% | +8.7% |
| 3M | +8.6% | -10.2% | +18.8% | +10.9% |
| 6M | +16.1% | -10.6% | +26.8% | +17.9% |
| YTD | +20.2% | +4.9% | +15.3% | +15.7% |
| 1Y | +27.2% | +3.8% | +23.4% | +22.6% |
| 3Y | +72.7% | +63.5% | +9.2% | +38.4% |
| 5Y | +105.9% | +30.9% | +75.0% | +74.5% |
| All | +247.9% | +265.6% | -17.6% | +101.8% |
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 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